+229.3%
SAP vs AEE
+216.2%
+13.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +7.5% | +9.7% | -2.3% | +4.6% |
| 3M | +11.6% | +5.8% | +5.8% | +9.7% |
| 6M | +37.6% | +4.5% | +33.2% | +35.5% |
| YTD | -2.0% | +15.8% | -17.8% | -6.9% |
| 1Y | -6.4% | +10.8% | -17.1% | -9.9% |
| 3Y | +67.7% | +62.8% | +4.9% | +40.8% |
| 5Y | +75.7% | +56.1% | +19.6% | +48.3% |
| 10Y | +229.3% | +216.4% | +12.9% | +138.3% |
| All | +229.3% | +216.2% | +13.1% | +138.3% |
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