+2,340.6%
SAP vs AEIS
+1,770.4%
+570.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.3% | -5.4% |
| 7D | -0.7% | -11.3% | +10.6% | +1.1% |
| 30D | +11.1% | -32.6% | +43.7% | +19.2% |
| 3M | +17.0% | -39.2% | +56.2% | +27.2% |
| 6M | +34.8% | -45.4% | +80.2% | +45.6% |
| YTD | -2.2% | -5.8% | +3.6% | -8.6% |
| 1Y | -6.4% | -10.0% | +3.5% | -11.8% |
| 3Y | +75.1% | +121.2% | -46.0% | +30.2% |
| 5Y | +69.8% | +110.6% | -40.8% | +25.7% |
| 10Y | +219.8% | +326.6% | -106.8% | +86.6% |
| All | +2,340.6% | +1,770.4% | +570.3% | +557.3% |
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 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