+13.0%
AAL vs SIMO
+240.7%
-227.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.3% |
| 7D | +2.9% | +14.9% | -11.9% | +0.9% |
| 30D | +6.5% | -27.0% | +33.5% | +10.6% |
| 3M | -10.9% | -25.4% | +14.5% | -8.7% |
| 6M | +4.9% | -30.3% | +35.1% | +5.9% |
| YTD | -13.2% | +95.8% | -109.0% | -36.6% |
| 1Y | -1.1% | +100.0% | -101.1% | -28.5% |
| All | +13.0% | +240.7% | -227.7% | -38.3% |
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