+70.8%
SAP vs AEIS
+109.5%
-38.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.3% | -4.9% |
| 7D | -0.7% | -11.3% | +10.6% | +0.3% |
| 30D | +11.1% | -32.6% | +43.7% | +16.1% |
| 3M | +17.0% | -39.2% | +56.2% | +23.4% |
| 6M | +34.8% | -45.4% | +80.2% | +42.2% |
| YTD | -2.2% | -5.8% | +3.6% | -13.7% |
| 1Y | -6.4% | -10.0% | +3.5% | -16.5% |
| 3Y | +75.1% | +121.2% | -46.0% | +8.6% |
| All | +70.8% | +109.5% | -38.8% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling