+56.8%
SAP vs AEE
+43.4%
+13.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +2.6% | -1.2% | +3.8% | +2.8% |
| 3M | +16.3% | +1.0% | +15.2% | +15.9% |
| 6M | +6.4% | -2.3% | +8.7% | +6.6% |
| YTD | -11.4% | +9.1% | -20.6% | -13.7% |
| 1Y | -20.4% | +10.6% | -31.0% | -22.8% |
| 3Y | +56.5% | +48.5% | +8.0% | +40.5% |
| 5Y | +56.8% | +39.9% | +16.9% | +40.5% |
| All | +56.8% | +43.4% | +13.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling