+78.6%
AEP vs SITM
+412.8%
-334.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +0.9% | +3.7% | -2.8% | +1.0% |
| 30D | +1.5% | -14.5% | +16.0% | +1.1% |
| 3M | -1.7% | -10.6% | +8.9% | -1.7% |
| 6M | -4.0% | +65.5% | -69.6% | -2.2% |
| YTD | +10.6% | +67.0% | -56.4% | +13.0% |
| 1Y | +18.6% | +138.6% | -120.0% | +23.0% |
| All | +78.6% | +412.8% | -334.3% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling