+91.2%
AEP vs SIMO
+221.6%
-130.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.1% |
| 7D | +2.9% | +4.1% | -1.2% | +3.0% |
| 30D | +3.2% | -24.0% | +27.2% | +2.6% |
| 3M | +3.8% | -31.8% | +35.6% | +3.2% |
| 6M | +2.5% | -36.9% | +39.4% | +1.9% |
| YTD | +15.5% | +84.8% | -69.4% | +19.7% |
| 1Y | +9.6% | +99.0% | -89.4% | +14.0% |
| 3Y | +91.2% | +217.9% | -126.8% | +93.8% |
| All | +91.2% | +221.6% | -130.5% | +93.8% |
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