+1,781.3%
SAN vs AEIS
+2,566.8%
-785.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.3% |
| 7D | +1.8% | +3.0% | -1.2% | +1.2% |
| 30D | +2.0% | -14.6% | +16.6% | +4.9% |
| 3M | +19.7% | -12.4% | +32.2% | +21.1% |
| 6M | +30.6% | -15.0% | +45.6% | +32.0% |
| YTD | +28.8% | +34.3% | -5.4% | +18.2% |
| 1Y | +57.8% | +87.4% | -29.6% | +34.4% |
| 3Y | +338.1% | +139.8% | +198.4% | +246.5% |
| 5Y | +384.2% | +220.7% | +163.5% | +257.7% |
| 10Y | +353.1% | +531.6% | -178.4% | +180.3% |
| All | +1,781.3% | +2,566.8% | -785.5% | +696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling