+169.3%
AEP vs SIMO
+515.6%
-346.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | +0.6% |
| 7D | +2.0% | +14.6% | -12.6% | +1.8% |
| 30D | +0.5% | +6.2% | -5.7% | +0.4% |
| 3M | -0.3% | +3.6% | -3.9% | -0.6% |
| 6M | -3.5% | +130.8% | -134.3% | -5.8% |
| YTD | +11.3% | +195.8% | -184.5% | +7.7% |
| 1Y | +20.2% | +225.0% | -204.8% | +15.9% |
| 3Y | +79.8% | +452.3% | -372.5% | +68.8% |
| 5Y | +65.6% | +303.6% | -238.0% | +56.4% |
| 10Y | +169.3% | +528.8% | -359.5% | +146.0% |
| All | +169.3% | +515.6% | -346.3% | +146.0% |
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