+222.9%
SAP vs AEIS
+358.4%
-135.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.3% | -9.6% | -0.5% |
| 7D | +1.6% | +1.0% | +0.7% | +0.6% |
| 30D | +10.5% | -24.0% | +34.6% | +15.4% |
| 3M | +15.2% | -32.5% | +47.7% | +22.1% |
| 6M | +36.7% | -38.6% | +75.3% | +43.8% |
| YTD | -0.6% | +4.8% | -5.4% | -12.1% |
| 1Y | -4.1% | +1.3% | -5.5% | -14.6% |
| 3Y | +73.2% | +159.2% | -86.0% | +11.8% |
| 5Y | +74.1% | +140.8% | -66.7% | +12.0% |
| 10Y | +222.9% | +349.8% | -126.9% | +55.7% |
| All | +222.9% | +358.4% | -135.5% | +55.7% |
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