+8.3%
AEP vs SIMO
+92.3%
-84.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | -0.3% |
| 7D | +2.5% | +14.9% | -12.4% | +2.6% |
| 30D | +3.4% | -27.0% | +30.4% | +3.0% |
| 3M | +4.2% | -25.4% | +29.6% | +4.0% |
| 6M | -0.8% | -30.3% | +29.5% | -1.1% |
| YTD | +15.2% | +95.8% | -80.6% | +14.5% |
| 1Y | +8.3% | +100.0% | -91.7% | +7.4% |
| All | +8.3% | +92.3% | -84.0% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling