+236.6%
SAP vs AEE
+222.5%
+14.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | +6.5% | +9.7% | -3.2% | +3.7% |
| 3M | +12.2% | +5.9% | +6.3% | +10.3% |
| 6M | +46.1% | +6.7% | +39.4% | +42.8% |
| YTD | -1.6% | +17.4% | -19.0% | -7.0% |
| 1Y | -5.1% | +12.7% | -17.8% | -9.1% |
| 3Y | +68.4% | +68.2% | +0.1% | +39.7% |
| 5Y | +79.4% | +57.3% | +22.1% | +51.0% |
| All | +236.6% | +222.5% | +14.1% | +139.3% |
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