+12.4%
AA vs SIMO
+269.6%
-257.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -4.2% |
| 7D | -0.7% | +4.2% | -4.9% | -1.8% |
| 30D | +5.0% | +4.1% | +0.9% | +2.7% |
| 3M | -35.8% | -12.9% | -23.0% | -35.5% |
| 6M | -18.4% | +110.3% | -128.7% | -37.7% |
| YTD | -5.5% | +178.6% | -184.1% | -35.1% |
| 1Y | +61.0% | +220.0% | -159.0% | +5.2% |
| 3Y | +66.2% | +409.0% | -342.8% | -7.8% |
| All | +12.4% | +269.6% | -257.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling