+1,908.6%
AEM vs SIMO
+2,080.4%
-171.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +0.9% |
| 7D | +15.8% | -22.0% | +37.8% | +18.1% |
| 30D | +6.2% | -43.0% | +49.2% | +11.4% |
| 3M | +14.3% | -39.1% | +53.5% | +18.5% |
| 6M | +1.4% | -33.3% | +34.7% | +3.2% |
| YTD | +13.7% | +77.0% | -63.2% | +3.3% |
| 1Y | +21.3% | +73.0% | -51.7% | +10.4% |
| 3Y | +309.9% | +215.7% | +94.2% | +245.6% |
| 5Y | +301.0% | +155.6% | +145.3% | +237.4% |
| 10Y | +344.0% | +388.4% | -44.3% | +235.3% |
| All | +1,908.6% | +2,080.4% | -171.9% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling