-18.0%
AA vs SIMO
+184.2%
-202.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.9% |
| 7D | +5.3% | +14.9% | -9.6% | +2.0% |
| 30D | -2.3% | -27.0% | +24.7% | +3.8% |
| 3M | -20.8% | -25.4% | +4.6% | -17.6% |
| 6M | -39.8% | -30.3% | -9.6% | -37.9% |
| YTD | -23.3% | +95.8% | -119.1% | -44.0% |
| 1Y | +1.8% | +100.0% | -98.2% | -26.2% |
| 3Y | +69.5% | +238.3% | -168.7% | +1.3% |
| 5Y | -18.0% | +187.6% | -205.5% | -52.2% |
| All | -18.0% | +184.2% | -202.2% | -52.2% |
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