+53.7%
AIG vs SIMO
+312.7%
-259.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -1.4% | +14.5% | -16.0% | -2.0% |
| 30D | -3.3% | +20.4% | -23.7% | -4.2% |
| 3M | +2.2% | +7.1% | -5.0% | +1.2% |
| 6M | -2.1% | +129.2% | -131.4% | -8.9% |
| YTD | -11.2% | +201.9% | -213.1% | -19.7% |
| 1Y | -2.1% | +235.5% | -237.6% | -13.0% |
| 3Y | +34.4% | +463.8% | -429.5% | +10.5% |
| 5Y | +53.7% | +306.7% | -253.0% | +31.4% |
| All | +53.7% | +312.7% | -259.0% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling