+579.5%
SIMO vs AEE
+186.8%
+392.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +14.5% | +1.1% | +13.5% | +14.4% |
| 30D | +20.4% | 0.0% | +20.4% | +20.4% |
| 3M | +7.1% | -0.9% | +8.0% | +6.9% |
| 6M | +129.2% | -2.4% | +131.6% | +129.0% |
| YTD | +201.9% | +8.6% | +193.3% | +196.1% |
| 1Y | +235.5% | +10.2% | +225.4% | +228.0% |
| 3Y | +463.8% | +47.8% | +416.0% | +417.7% |
| 5Y | +306.7% | +40.1% | +266.6% | +274.5% |
| 10Y | +579.5% | +195.0% | +384.4% | +506.8% |
| All | +579.5% | +186.8% | +392.7% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling