+176.2%
SAP vs AEIS
+546.3%
-370.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.3% |
| 7D | -0.3% | +8.1% | -8.4% | -1.9% |
| 30D | +2.6% | -11.1% | +13.7% | +4.7% |
| 3M | +16.3% | -5.6% | +21.9% | +14.0% |
| 6M | +6.4% | -0.6% | +7.0% | +0.7% |
| YTD | -11.4% | +38.0% | -49.5% | -24.6% |
| 1Y | -20.4% | +87.2% | -107.6% | -38.6% |
| 3Y | +56.5% | +179.7% | -123.2% | +2.9% |
| 5Y | +56.8% | +241.7% | -185.0% | -5.0% |
| 10Y | +176.2% | +547.2% | -371.0% | +22.7% |
| All | +176.2% | +546.3% | -370.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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