+4.2%
SAN vs AEIS
-35.1%
+39.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.1% |
| 7D | +3.4% | +9.5% | -6.1% | +2.3% |
| 30D | -6.3% | -17.5% | +11.2% | -4.5% |
| 3M | -14.1% | -29.3% | +15.2% | -10.7% |
| 6M | +4.2% | -34.7% | +38.9% | +6.1% |
| All | +4.2% | -35.1% | +39.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling