-65.4%
AAL vs SIMO
+434.7%
-500.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.8% | +6.2% |
| 7D | +8.3% | -8.5% | +16.7% | +9.8% |
| 30D | +11.0% | -34.8% | +45.8% | +20.3% |
| 3M | -11.2% | -32.8% | +21.7% | -5.8% |
| 6M | +6.1% | -32.0% | +38.1% | +8.5% |
| YTD | -7.6% | +87.0% | -94.7% | -32.3% |
| 1Y | +3.7% | +86.1% | -82.3% | -24.0% |
| 3Y | +20.5% | +226.4% | -205.9% | -28.1% |
| 5Y | -36.4% | +172.1% | -208.5% | -61.8% |
| 10Y | -65.4% | +408.0% | -473.5% | -84.4% |
| All | -65.4% | +434.7% | -500.1% | -84.4% |
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