+185.2%
SITM vs AEE
+38.7%
+146.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +3.9% | -0.8% | +4.6% | +3.9% |
| 30D | -6.6% | -2.9% | -3.7% | -6.4% |
| 3M | -11.9% | -2.4% | -9.5% | -12.1% |
| 6M | +81.1% | -2.7% | +83.8% | +80.6% |
| YTD | +80.0% | +7.3% | +72.7% | +76.8% |
| 1Y | +145.8% | +7.5% | +138.3% | +141.2% |
| 3Y | +475.9% | +46.2% | +429.7% | +419.4% |
| All | +185.2% | +38.7% | +146.6% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling