Code for Andre's research into annualization.
Ann1 can find the average active return, A, for a given set of portfolio and benchmark returns (P and B, respectively) for a certain constant time period. E.g. given the values of P and B for n years, Ann1 finds A as an annualized value. If P and B are given as monthly values, Ann1 finds A as a monthized value. Ann1 cannot find an annualized A from monthly values of P and B, for example.