+68.4%
SAP vs AEIS
+148.8%
-80.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.4% |
| 7D | +0.6% | +11.5% | -10.9% | +0.4% |
| 30D | +6.5% | -15.8% | +22.3% | +6.9% |
| 3M | +12.2% | -33.3% | +45.6% | +13.6% |
| 6M | +46.1% | -35.2% | +81.3% | +47.0% |
| YTD | -1.6% | +5.0% | -6.6% | -12.2% |
| 1Y | -5.1% | +8.5% | -13.6% | -16.1% |
| 3Y | +68.4% | +152.9% | -84.5% | +16.3% |
| All | +68.4% | +148.8% | -80.4% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling