+686.3%
AEP vs SIMO
+2,080.4%
-1,394.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.4% |
| 7D | -2.8% | -22.0% | +19.2% | -1.8% |
| 30D | +3.6% | -43.0% | +46.7% | +6.1% |
| 3M | +1.8% | -39.1% | +40.9% | +3.6% |
| 6M | -3.1% | -33.3% | +30.2% | -2.5% |
| YTD | +12.2% | +77.0% | -64.7% | +6.3% |
| 1Y | +9.1% | +73.0% | -63.9% | +3.5% |
| 3Y | +77.9% | +215.7% | -137.8% | +61.0% |
| 5Y | +78.1% | +155.6% | -77.5% | +61.2% |
| 10Y | +187.8% | +388.4% | -200.6% | +143.6% |
| All | +686.3% | +2,080.4% | -1,394.2% | +424.7% |
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