+4,507.3%
SITM vs AEE
+72.8%
+4,434.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | +8.4% | +1.3% | +7.0% | +7.9% |
| 30D | -17.4% | -1.2% | -16.2% | -17.1% |
| 3M | -9.8% | +1.0% | -10.9% | -10.8% |
| 6M | +83.0% | -2.3% | +85.2% | +82.8% |
| YTD | +69.6% | +9.1% | +60.5% | +63.2% |
| 1Y | +144.9% | +10.6% | +134.3% | +134.3% |
| 3Y | +429.9% | +48.5% | +381.4% | +342.0% |
| 5Y | +169.2% | +39.9% | +129.3% | +128.4% |
| All | +4,507.3% | +72.8% | +4,434.5% | +3,527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling