+44.4%
SITM vs AEIS
+6.2%
+38.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.1% | +1.8% | -1.4% |
| 7D | -19.5% | -12.7% | -6.8% | -11.3% |
| 30D | -43.2% | -28.8% | -14.4% | -27.8% |
| 3M | -30.8% | -38.0% | +7.2% | -3.7% |
| 6M | -28.6% | -45.3% | +16.7% | +4.2% |
| YTD | +14.2% | +1.1% | +13.0% | +29.0% |
| 1Y | +44.4% | +8.6% | +35.8% | +61.4% |
| All | +44.4% | +6.2% | +38.1% | +61.4% |
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