+165.5%
SITM vs AEE
+8.8%
+156.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.5% | +6.6% |
| 7D | +9.7% | +0.3% | +9.4% | +9.8% |
| 30D | +12.7% | -2.3% | +15.0% | +11.9% |
| 3M | -13.4% | +0.2% | -13.6% | -15.3% |
| 6M | +59.6% | -4.7% | +64.4% | +56.6% |
| YTD | +73.3% | +8.1% | +65.2% | +69.9% |
| 1Y | +165.5% | +8.5% | +157.0% | +163.4% |
| All | +165.5% | +8.8% | +156.7% | +163.4% |
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