+12.4%
AA vs SITM
+164.5%
-152.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.6% |
| 7D | -0.6% | +3.7% | -4.3% | -1.6% |
| 30D | -1.6% | -14.5% | +13.0% | +1.8% |
| 3M | -29.8% | -10.6% | -19.2% | -29.9% |
| 6M | -16.6% | +65.5% | -82.2% | -31.3% |
| YTD | -4.0% | +67.0% | -71.1% | -22.5% |
| 1Y | +63.5% | +138.6% | -75.1% | +17.5% |
| 3Y | +86.8% | +421.8% | -335.1% | -2.1% |
| 5Y | +12.4% | +172.4% | -160.1% | -38.5% |
| All | +12.4% | +164.5% | -152.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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