+71.9%
AG vs SIMO
+395.4%
-323.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.1% | -5.5% |
| 7D | +6.0% | -16.0% | +22.0% | +8.9% |
| 30D | -13.5% | -35.8% | +22.2% | -7.0% |
| 3M | -20.7% | -26.5% | +5.8% | -17.4% |
| 6M | -31.5% | -33.0% | +1.5% | -28.7% |
| YTD | -10.1% | +84.3% | -94.5% | -25.7% |
| 1Y | +26.0% | +82.0% | -56.0% | +4.5% |
| 3Y | +228.9% | +218.5% | +10.4% | +141.9% |
| 5Y | +8.7% | +175.0% | -166.4% | -20.7% |
| 10Y | +71.9% | +407.5% | -335.6% | +8.8% |
| All | +71.9% | +395.4% | -323.5% | +8.8% |
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 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