-4.8%
AON vs SIMO
+112.6%
-117.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -0.5% |
| 7D | -9.1% | +4.2% | -13.3% | -8.7% |
| 30D | -10.2% | +4.1% | -14.3% | -9.7% |
| 3M | +0.5% | -12.9% | +13.4% | +0.3% |
| 6M | -4.8% | +110.3% | -115.2% | -4.3% |
| All | -4.8% | +112.6% | -117.5% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling