+185.2%
SITM vs AEIS
+232.6%
-47.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +0.6% |
| 7D | +3.9% | +2.3% | +1.6% | +1.2% |
| 30D | -6.6% | -14.8% | +8.2% | +9.3% |
| 3M | -11.9% | -15.6% | +3.7% | +1.4% |
| 6M | +81.1% | -8.7% | +89.8% | +84.5% |
| YTD | +80.0% | +37.3% | +42.6% | +13.5% |
| 1Y | +145.8% | +80.3% | +65.5% | +8.4% |
| 3Y | +475.9% | +177.9% | +297.9% | +48.5% |
| All | +185.2% | +232.6% | -47.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling