+179.0%
SAP vs AEE
+186.8%
-7.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | +1.1% | -1.3% | -0.6% |
| 30D | +0.3% | 0.0% | +0.3% | +0.2% |
| 3M | +16.9% | -0.9% | +17.8% | +17.0% |
| 6M | +6.3% | -2.4% | +8.7% | +6.6% |
| YTD | -12.4% | +8.6% | -21.0% | -15.3% |
| 1Y | -21.6% | +10.2% | -31.8% | -24.6% |
| 3Y | +54.8% | +47.8% | +6.9% | +33.8% |
| 5Y | +56.2% | +40.1% | +16.1% | +36.3% |
| 10Y | +179.0% | +195.0% | -16.0% | +100.8% |
| All | +179.0% | +186.8% | -7.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling