+697.4%
AEP vs SIMO
+2,204.4%
-1,506.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.2% |
| 7D | -1.5% | -8.5% | +6.9% | -1.2% |
| 30D | +4.5% | -34.8% | +39.3% | +6.3% |
| 3M | +2.8% | -32.8% | +35.7% | +4.2% |
| 6M | -0.7% | -32.0% | +31.4% | -0.1% |
| YTD | +13.8% | +87.0% | -73.2% | +7.6% |
| 1Y | +9.0% | +86.1% | -77.1% | +2.9% |
| 3Y | +83.0% | +226.4% | -143.4% | +65.4% |
| 5Y | +83.3% | +172.1% | -88.9% | +65.4% |
| 10Y | +194.6% | +408.0% | -213.4% | +148.9% |
| All | +697.4% | +2,204.4% | -1,506.9% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling