+244.6%
SIMO vs AEE
+62.8%
+181.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.0% | +8.6% |
| 7D | +0.9% | +0.2% | +0.7% | +1.0% |
| 30D | -25.4% | +9.7% | -35.1% | -23.5% |
| 3M | -17.8% | +5.8% | -23.6% | -16.3% |
| 6M | -29.6% | +4.5% | -34.0% | -28.6% |
| YTD | +100.3% | +15.8% | +84.5% | +105.2% |
| 1Y | +100.4% | +10.8% | +89.6% | +104.6% |
| All | +244.6% | +62.8% | +181.8% | +264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling