+1,849.8%
AEM vs SIMO
+2,368.1%
-518.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.0% | -3.2% |
| 7D | +1.4% | +0.9% | +0.4% | +1.1% |
| 30D | -1.2% | -25.4% | +24.2% | +1.1% |
| 3M | +2.5% | -17.8% | +20.3% | +3.3% |
| 6M | -5.1% | -29.6% | +24.5% | -3.9% |
| YTD | +10.4% | +100.3% | -89.9% | -1.0% |
| 1Y | +11.8% | +100.4% | -88.6% | +0.2% |
| 3Y | +315.6% | +246.1% | +69.6% | +247.4% |
| 5Y | +266.3% | +189.8% | +76.5% | +204.5% |
| 10Y | +427.4% | +434.6% | -7.2% | +295.0% |
| All | +1,849.8% | +2,368.1% | -518.3% | +869.7% |
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