+673.6%
AEP vs SIMO
+3,332.4%
-2,658.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -0.6% |
| 7D | +1.8% | +4.2% | -2.4% | +1.6% |
| 30D | -0.8% | +4.1% | -4.9% | -1.2% |
| 3M | -1.8% | -12.9% | +11.0% | -1.8% |
| 6M | -5.4% | +110.3% | -115.7% | -10.3% |
| YTD | +10.4% | +178.6% | -168.1% | +2.9% |
| 1Y | +18.2% | +220.0% | -201.8% | +9.0% |
| 3Y | +79.0% | +409.0% | -330.1% | +59.0% |
| 5Y | +64.8% | +277.3% | -212.5% | +47.2% |
| 10Y | +170.8% | +506.6% | -335.8% | +128.6% |
| All | +673.6% | +3,332.4% | -2,658.7% | +407.5% |
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