+43.5%
SIMO vs AAOX
-93.5%
+137.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.9% | +13.1% | +1.3% |
| 7D | -16.0% | -48.3% | +32.3% | -5.7% |
| 30D | -35.8% | -84.3% | +48.6% | -11.4% |
| 3M | -26.5% | -91.4% | +65.0% | +8.0% |
| 6M | -33.0% | -96.3% | +63.3% | -4.1% |
| All | +43.5% | -93.5% | +137.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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