+1,124.6%
SAP vs AEE
+882.7%
+241.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | +1.5% | +3.0% | -1.5% | +0.3% |
| 30D | +8.8% | +11.2% | -2.4% | +4.1% |
| 3M | +12.1% | +7.0% | +5.1% | +8.9% |
| 6M | +34.6% | +5.7% | +28.9% | +30.9% |
| YTD | -2.1% | +16.2% | -18.3% | -9.0% |
| 1Y | -5.5% | +12.0% | -17.6% | -10.9% |
| 3Y | +67.4% | +63.4% | +4.1% | +32.1% |
| 5Y | +74.6% | +56.0% | +18.5% | +38.5% |
| 10Y | +224.0% | +217.4% | +6.7% | +76.3% |
| All | +1,124.6% | +882.7% | +241.9% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling