+34.3%
AIG vs SIMO
+469.0%
-434.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -1.4% | +14.5% | -16.0% | -1.6% |
| 30D | -3.3% | +20.4% | -23.7% | -3.6% |
| 3M | +2.2% | +7.1% | -5.0% | +1.8% |
| 6M | -2.1% | +129.2% | -131.4% | -6.4% |
| YTD | -11.2% | +201.9% | -213.1% | -16.9% |
| 1Y | -2.1% | +235.5% | -237.6% | -10.2% |
| All | +34.3% | +469.0% | -434.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling