+85.5%
AME vs SITM
+176.0%
-90.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | 0.0% | +4.8% | -4.8% | -0.5% |
| 30D | -8.6% | -9.7% | +1.1% | -7.7% |
| 3M | +5.8% | -9.3% | +15.1% | +5.7% |
| 6M | +3.8% | +69.5% | -65.7% | -4.9% |
| YTD | +14.4% | +70.5% | -56.1% | +4.2% |
| 1Y | +25.8% | +145.3% | -119.5% | +8.7% |
| 3Y | +55.2% | +432.8% | -377.6% | +15.7% |
| 5Y | +85.5% | +174.0% | -88.5% | +35.5% |
| All | +85.5% | +176.0% | -90.5% | +35.5% |
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