+1,492.1%
SAN vs AEIS
+2,098.8%
-606.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.5% |
| 7D | +3.4% | +9.5% | -6.1% | +1.3% |
| 30D | -6.3% | -17.5% | +11.2% | -3.6% |
| 3M | -14.1% | -29.3% | +15.2% | -9.5% |
| 6M | +4.2% | -34.7% | +38.9% | +9.9% |
| YTD | +9.0% | +10.7% | -1.7% | +2.5% |
| 1Y | +18.8% | +7.4% | +11.4% | +12.2% |
| 3Y | +252.0% | +161.1% | +90.9% | +170.3% |
| 5Y | +299.5% | +150.7% | +148.8% | +205.6% |
| 10Y | +276.7% | +360.8% | -84.2% | +144.2% |
| All | +1,492.1% | +2,098.8% | -606.6% | +590.7% |
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