-21.6%
SAP vs AEIS
+85.4%
-107.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.2% |
| 7D | -0.3% | +6.5% | -6.7% | +0.5% |
| 30D | +0.3% | -9.2% | +9.5% | -0.8% |
| 3M | +16.9% | -8.3% | +25.2% | +16.1% |
| 6M | +6.3% | -6.3% | +12.7% | +4.9% |
| YTD | -12.4% | +36.5% | -48.9% | -18.0% |
| 1Y | -21.6% | +84.8% | -106.4% | -31.9% |
| All | -21.6% | +85.4% | -107.0% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling