+235.5%
SIMO vs AEE
+10.4%
+225.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.9% |
| 7D | +14.5% | +1.1% | +13.5% | +15.1% |
| 30D | +20.4% | 0.0% | +20.4% | +20.4% |
| 3M | +7.1% | -0.9% | +8.0% | +5.8% |
| 6M | +129.2% | -2.4% | +131.6% | +124.7% |
| YTD | +201.9% | +8.6% | +193.3% | +207.1% |
| 1Y | +235.5% | +10.2% | +225.4% | +252.7% |
| All | +235.5% | +10.4% | +225.1% | +252.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling