-66.0%
AAL vs SIMO
+515.6%
-581.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -3.1% |
| 7D | -0.3% | +14.6% | -14.9% | -3.5% |
| 30D | -19.0% | +6.2% | -25.2% | -20.6% |
| 3M | -5.1% | +3.6% | -8.6% | -8.6% |
| 6M | +15.5% | +130.8% | -115.3% | -13.6% |
| YTD | -15.8% | +195.8% | -211.6% | -42.4% |
| 1Y | -0.3% | +225.0% | -225.3% | -34.1% |
| 3Y | -7.7% | +452.3% | -460.0% | -49.2% |
| 5Y | -32.5% | +303.6% | -336.1% | -61.2% |
| 10Y | -66.0% | +528.8% | -594.7% | -85.0% |
| All | -66.0% | +515.6% | -581.6% | -85.0% |
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