+288.5%
AEM vs SITM
+4,437.5%
-4,149.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +3.0% | +3.7% | -0.7% | +2.7% |
| 30D | +12.5% | -14.5% | +27.0% | +13.5% |
| 3M | +26.9% | -10.6% | +37.5% | +27.0% |
| 6M | -9.4% | +65.5% | -75.0% | -13.3% |
| YTD | +20.3% | +67.0% | -46.7% | +14.7% |
| 1Y | +33.8% | +138.6% | -104.8% | +24.3% |
| 3Y | +349.8% | +421.8% | -72.0% | +285.9% |
| 5Y | +301.0% | +172.4% | +128.6% | +239.3% |
| All | +288.5% | +4,437.5% | -4,149.0% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling