+156.8%
AME vs SITM
+4,789.7%
-4,632.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.5% | -2.3% | +2.6% |
| 7D | +1.7% | +3.9% | -2.1% | +1.3% |
| 30D | -6.4% | -6.6% | +0.2% | -5.8% |
| 3M | +7.1% | -11.9% | +18.9% | +7.4% |
| 6M | +8.2% | +81.1% | -73.0% | -1.9% |
| YTD | +18.2% | +80.0% | -61.8% | +6.6% |
| 1Y | +26.7% | +145.8% | -119.1% | +9.0% |
| 3Y | +60.7% | +475.9% | -415.2% | +17.4% |
| 5Y | +91.6% | +189.2% | -97.6% | +41.4% |
| All | +156.8% | +4,789.7% | -4,632.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling