+13.0%
AAL vs SIMO
+214.6%
-201.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.2% | +1.3% |
| 7D | +4.6% | -22.0% | +26.6% | +7.9% |
| 30D | +2.6% | -43.0% | +45.6% | +10.6% |
| 3M | -17.8% | -39.1% | +21.4% | -13.1% |
| 6M | +1.9% | -33.3% | +35.1% | +3.1% |
| YTD | -14.0% | +77.0% | -91.0% | -36.3% |
| 1Y | +0.2% | +73.0% | -72.8% | -25.3% |
| 3Y | +13.0% | +215.7% | -202.7% | -37.4% |
| All | +13.0% | +214.6% | -201.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling