+2,046.6%
AEM vs SIMO
+3,332.4%
-1,285.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.0% |
| 7D | -0.5% | +4.2% | -4.7% | -1.0% |
| 30D | +24.0% | +4.1% | +19.9% | +23.0% |
| 3M | +16.1% | -12.9% | +29.0% | +16.3% |
| 6M | -11.6% | +110.3% | -122.0% | -20.0% |
| YTD | +21.5% | +178.6% | -157.0% | +6.5% |
| 1Y | +39.2% | +220.0% | -180.8% | +20.0% |
| 3Y | +347.4% | +409.0% | -61.6% | +263.2% |
| 5Y | +290.1% | +277.3% | +12.8% | +218.8% |
| 10Y | +357.8% | +506.6% | -148.8% | +241.6% |
| All | +2,046.6% | +3,332.4% | -1,285.8% | +943.1% |
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 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