+66.3%
AA vs SIMO
+379.7%
-313.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.2% | +1.8% |
| 7D | +0.9% | -22.0% | +22.9% | +7.3% |
| 30D | -6.7% | -43.0% | +36.4% | +7.6% |
| 3M | -16.3% | -39.1% | +22.8% | -7.4% |
| 6M | -37.1% | -33.3% | -3.8% | -34.1% |
| YTD | -25.0% | +77.0% | -102.0% | -46.7% |
| 1Y | +8.6% | +73.0% | -64.4% | -22.2% |
| 3Y | +57.2% | +215.7% | -158.5% | -11.6% |
| 5Y | -13.0% | +155.6% | -168.7% | -51.1% |
| All | +66.3% | +379.7% | -313.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling