+74.0%
AEP vs SITM
+4,507.3%
-4,433.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.8% |
| 7D | +2.0% | +8.4% | -6.4% | +1.9% |
| 30D | +0.5% | -17.4% | +17.9% | +0.7% |
| 3M | -0.3% | -9.8% | +9.5% | -0.3% |
| 6M | -3.5% | +83.0% | -86.4% | -4.6% |
| YTD | +11.3% | +69.6% | -58.3% | +10.0% |
| 1Y | +20.2% | +144.9% | -124.7% | +18.1% |
| 3Y | +79.8% | +429.9% | -350.1% | +70.4% |
| 5Y | +65.6% | +169.2% | -103.6% | +55.9% |
| All | +74.0% | +4,507.3% | -4,433.3% | +35.2% |
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 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