+376.1%
AEM vs SIMO
+548.4%
-172.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +3.0% | +14.5% | -11.5% | +1.9% |
| 30D | +12.5% | +20.4% | -7.9% | +10.7% |
| 3M | +26.9% | +7.1% | +19.8% | +25.2% |
| 6M | -9.4% | +129.2% | -138.7% | -16.6% |
| YTD | +20.3% | +201.9% | -181.7% | +7.8% |
| 1Y | +33.8% | +235.5% | -201.7% | +18.7% |
| 3Y | +349.8% | +463.8% | -114.0% | +278.9% |
| 5Y | +301.0% | +306.7% | -5.7% | +239.7% |
| 10Y | +376.1% | +579.5% | -203.4% | +262.9% |
| All | +376.1% | +548.4% | -172.3% | +262.9% |
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