+74.6%
AG vs SIMO
+548.4%
-473.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.7% |
| 7D | -0.1% | +14.5% | -14.6% | -2.6% |
| 30D | +12.5% | +20.4% | -8.0% | +8.3% |
| 3M | +28.2% | +7.1% | +21.0% | +24.0% |
| 6M | -18.8% | +129.2% | -148.1% | -33.6% |
| YTD | +27.4% | +201.9% | -174.6% | -2.4% |
| 1Y | +132.2% | +235.5% | -103.3% | +73.8% |
| 3Y | +286.9% | +463.8% | -177.0% | +160.7% |
| 5Y | +72.8% | +306.7% | -233.9% | +18.7% |
| 10Y | +74.6% | +579.5% | -504.9% | +4.2% |
| All | +74.6% | +548.4% | -473.8% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling