+165.5%
SITM vs AEIS
+93.3%
+72.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +4.9% |
| 7D | +9.7% | +3.0% | +6.8% | +7.6% |
| 30D | +12.7% | -14.6% | +27.3% | +25.7% |
| 3M | -13.4% | -12.4% | -1.0% | -4.9% |
| 6M | +59.6% | -15.0% | +74.6% | +73.1% |
| YTD | +73.3% | +34.3% | +39.0% | +46.4% |
| 1Y | +165.5% | +87.4% | +78.2% | +62.4% |
| All | +165.5% | +93.3% | +72.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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