+309.9%
AEM vs SIMO
+214.6%
+95.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +1.0% |
| 7D | +15.8% | -22.0% | +37.8% | +17.6% |
| 30D | +6.2% | -43.0% | +49.2% | +10.2% |
| 3M | +14.3% | -39.1% | +53.5% | +17.7% |
| 6M | +1.4% | -33.3% | +34.7% | +2.9% |
| YTD | +13.7% | +77.0% | -63.2% | +3.4% |
| 1Y | +21.3% | +73.0% | -51.7% | +10.4% |
| 3Y | +309.9% | +215.7% | +94.2% | +245.1% |
| All | +309.9% | +214.6% | +95.3% | +245.1% |
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