+304.9%
AEM vs SITM
+187.3%
+117.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +1.5% |
| 7D | -2.1% | +3.9% | -6.0% | -2.4% |
| 30D | +8.4% | -6.6% | +15.0% | +8.7% |
| 3M | +27.3% | -11.9% | +39.2% | +27.4% |
| 6M | -9.7% | +81.1% | -90.8% | -14.0% |
| YTD | +19.0% | +80.0% | -61.0% | +12.9% |
| 1Y | +31.5% | +145.8% | -114.4% | +21.9% |
| 3Y | +338.7% | +475.9% | -137.2% | +274.7% |
| All | +304.9% | +187.3% | +117.6% | +235.2% |
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