+2,148.9%
SAP vs AEIS
+2,566.8%
-417.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | -2.9% | +3.0% | -5.9% | -3.5% |
| 30D | +9.0% | -14.6% | +23.7% | +12.3% |
| 3M | +14.9% | -12.4% | +27.4% | +14.8% |
| 6M | +11.9% | -15.0% | +26.9% | +10.6% |
| YTD | -9.9% | +34.3% | -44.2% | -20.4% |
| 1Y | -19.5% | +87.4% | -106.9% | -34.6% |
| 3Y | +61.8% | +139.8% | -78.0% | +20.6% |
| 5Y | +56.2% | +220.7% | -164.6% | +7.5% |
| 10Y | +180.6% | +531.6% | -351.0% | +53.2% |
| All | +2,148.9% | +2,566.8% | -417.9% | +471.9% |
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 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