+445.6%
SITM vs AEE
+46.3%
+399.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.7% |
| 30D | -9.7% | -2.0% | -7.7% | -10.1% |
| 3M | -9.3% | -2.8% | -6.5% | -9.9% |
| 6M | +69.5% | -3.6% | +73.1% | +68.2% |
| YTD | +70.5% | +7.3% | +63.2% | +72.2% |
| 1Y | +145.3% | +8.7% | +136.5% | +148.6% |
| All | +445.6% | +46.3% | +399.3% | +466.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling