+4,437.5%
SITM vs AEIS
+354.0%
+4,083.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.6% |
| 7D | +3.7% | +6.5% | -2.8% | -1.6% |
| 30D | -14.5% | -9.2% | -5.3% | -7.5% |
| 3M | -10.6% | -8.3% | -2.2% | -5.1% |
| 6M | +65.5% | -6.3% | +71.9% | +68.8% |
| YTD | +67.0% | +36.5% | +30.5% | +21.4% |
| 1Y | +138.6% | +84.8% | +53.8% | +30.4% |
| 3Y | +421.8% | +176.6% | +245.2% | +108.6% |
| 5Y | +172.4% | +237.1% | -64.7% | +1.3% |
| All | +4,437.5% | +354.0% | +4,083.5% | +1,685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling