+44.4%
SITM vs AEE
+13.9%
+30.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.5% | -11.8% | -8.1% |
| 7D | -19.5% | +4.7% | -24.2% | -17.7% |
| 30D | -43.2% | +13.4% | -56.6% | -40.3% |
| 3M | -30.8% | +4.1% | -34.9% | -29.2% |
| 6M | -28.6% | +2.0% | -30.6% | -26.9% |
| YTD | +14.2% | +15.6% | -1.4% | +12.4% |
| 1Y | +44.4% | +14.1% | +30.3% | +43.0% |
| All | +44.4% | +13.9% | +30.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling