+66.4%
AEP vs SITM
+176.0%
-109.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -0.9% |
| 7D | -1.0% | +4.8% | -5.8% | -1.0% |
| 30D | -0.1% | -9.7% | +9.6% | -0.1% |
| 3M | -3.2% | -9.3% | +6.1% | -3.2% |
| 6M | -5.3% | +69.5% | -74.8% | -5.0% |
| YTD | +9.5% | +70.5% | -61.0% | +9.9% |
| 1Y | +17.5% | +145.3% | -127.8% | +18.2% |
| 3Y | +77.0% | +432.8% | -355.8% | +75.2% |
| 5Y | +66.4% | +174.0% | -107.6% | +62.2% |
| All | +66.4% | +176.0% | -109.6% | +62.2% |
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