+408.7%
AEM vs SIMO
+394.4%
+14.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.4% |
| 7D | -6.8% | +4.1% | -11.0% | -7.2% |
| 30D | +0.8% | -24.0% | +24.8% | +2.5% |
| 3M | -0.8% | -31.8% | +30.9% | +1.3% |
| 6M | -8.5% | -36.9% | +28.4% | -6.8% |
| YTD | +5.9% | +84.8% | -78.9% | -2.5% |
| 1Y | +6.6% | +99.0% | -92.4% | -2.6% |
| 3Y | +302.2% | +217.9% | +84.3% | +248.6% |
| 5Y | +250.8% | +171.5% | +79.3% | +201.3% |
| All | +408.7% | +394.4% | +14.3% | +276.8% |
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