+145.8%
SITM vs AEIS
+81.9%
+63.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +2.1% |
| 7D | +3.9% | +2.3% | +1.6% | +2.0% |
| 30D | -6.6% | -14.8% | +8.2% | +4.4% |
| 3M | -11.9% | -15.6% | +3.7% | -1.6% |
| 6M | +81.1% | -8.7% | +89.8% | +87.6% |
| YTD | +80.0% | +37.3% | +42.6% | +49.5% |
| 1Y | +145.8% | +80.3% | +65.5% | +58.9% |
| All | +145.8% | +81.9% | +63.9% | +58.9% |
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