+303.6%
SIMO vs AEE
+43.4%
+260.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.2% |
| 7D | +14.6% | +1.3% | +13.3% | +14.6% |
| 30D | +6.2% | -1.2% | +7.5% | +6.2% |
| 3M | +3.6% | +1.0% | +2.5% | +3.2% |
| 6M | +130.8% | -2.3% | +133.1% | +130.1% |
| YTD | +195.8% | +9.1% | +186.6% | +192.8% |
| 1Y | +225.0% | +10.6% | +214.4% | +221.3% |
| 3Y | +452.3% | +48.5% | +403.8% | +428.4% |
| 5Y | +303.6% | +39.9% | +263.7% | +278.7% |
| All | +303.6% | +43.4% | +260.2% | +278.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling