+69.5%
SITM vs AEE
-3.1%
+72.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.4% |
| 7D | +4.8% | -0.7% | +5.5% | +4.5% |
| 30D | -9.7% | -2.0% | -7.7% | -10.6% |
| 3M | -9.3% | -2.8% | -6.5% | -12.4% |
| 6M | +69.5% | -3.6% | +73.1% | +62.4% |
| All | +69.5% | -3.1% | +72.7% | +62.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling