+157.5%
AME vs SITM
+3,319.5%
-3,162.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +6.0% | +1.1% |
| 7D | +5.9% | +6.6% | -0.7% | +5.0% |
| 30D | -1.9% | -15.3% | +13.4% | -0.3% |
| 3M | -5.4% | -35.4% | +30.0% | -1.1% |
| 6M | +4.9% | -46.8% | +51.7% | +10.9% |
| YTD | +18.5% | +25.9% | -7.4% | +10.9% |
| 1Y | +25.5% | +54.0% | -28.5% | +14.3% |
| 3Y | +63.0% | +315.6% | -252.5% | +23.3% |
| 5Y | +78.3% | +74.4% | +3.9% | +40.0% |
| All | +157.5% | +3,319.5% | -3,162.1% | +26.2% |
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 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