-1.5%
AIG vs SIMO
+220.5%
-222.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.2% |
| 7D | -2.4% | +12.5% | -14.9% | -1.9% |
| 30D | -2.9% | +18.4% | -21.4% | -2.1% |
| 3M | +0.8% | +5.6% | -4.8% | +1.4% |
| 6M | -2.7% | +116.9% | -119.6% | +1.3% |
| YTD | -11.2% | +188.4% | -199.6% | -1.8% |
| 1Y | -1.5% | +221.3% | -222.8% | +9.4% |
| All | -1.5% | +220.5% | -222.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling