+18.2%
AEP vs SITM
+174.8%
-156.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.1% |
| 7D | +1.8% | +9.7% | -7.9% | +1.9% |
| 30D | -0.8% | +12.7% | -13.5% | -0.5% |
| 3M | -1.8% | -13.4% | +11.6% | -1.8% |
| 6M | -5.4% | +59.6% | -65.0% | -5.2% |
| YTD | +10.4% | +73.3% | -62.9% | +10.8% |
| 1Y | +18.2% | +165.5% | -147.4% | +21.4% |
| All | +18.2% | +174.8% | -156.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling