+79.4%
AEP vs SIMO
+432.2%
-352.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | 0.0% |
| 7D | +1.8% | +4.2% | -2.4% | +1.9% |
| 30D | -0.8% | +4.1% | -4.9% | -0.6% |
| 3M | -1.8% | -12.9% | +11.0% | -1.9% |
| 6M | -5.4% | +110.3% | -115.7% | -2.8% |
| YTD | +10.4% | +178.6% | -168.1% | +14.7% |
| 1Y | +18.2% | +220.0% | -201.8% | +23.5% |
| All | +79.4% | +432.2% | -352.8% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling