+2,382.1%
SAP vs AEIS
+1,982.0%
+400.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.3% | -9.6% | -0.7% |
| 7D | +1.6% | +1.0% | +0.7% | +0.5% |
| 30D | +10.5% | -24.0% | +34.6% | +15.5% |
| 3M | +15.2% | -32.5% | +47.7% | +22.3% |
| 6M | +36.7% | -38.6% | +75.3% | +43.8% |
| YTD | -0.6% | +4.8% | -5.4% | -9.2% |
| 1Y | -4.1% | +1.3% | -5.5% | -11.9% |
| 3Y | +73.2% | +159.2% | -86.0% | +24.3% |
| 5Y | +74.1% | +140.8% | -66.7% | +25.1% |
| 10Y | +222.9% | +349.8% | -126.9% | +86.2% |
| All | +2,382.1% | +1,982.0% | +400.1% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling