+194.6%
AEP vs SIMO
+436.4%
-241.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.3% |
| 7D | -1.5% | -8.2% | +6.6% | -1.4% |
| 30D | +4.5% | -34.6% | +39.1% | +5.1% |
| 3M | +2.8% | -32.6% | +35.5% | +3.3% |
| 6M | -0.7% | -31.8% | +31.2% | -0.5% |
| YTD | +13.8% | +87.6% | -73.8% | +10.8% |
| 1Y | +9.0% | +86.7% | -77.7% | +6.0% |
| 3Y | +83.0% | +227.4% | -144.4% | +73.3% |
| 5Y | +83.3% | +173.0% | -89.7% | +73.3% |
| 10Y | +194.6% | +409.6% | -215.0% | +160.6% |
| All | +194.6% | +436.4% | -241.8% | +160.6% |
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