+2,391.6%
SIMO vs AEE
+377.0%
+2,014.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.0% | +8.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -25.4% | +9.7% | -35.1% | -28.3% |
| 3M | -17.8% | +5.8% | -23.6% | -19.9% |
| 6M | -29.6% | +4.5% | -34.0% | -31.5% |
| YTD | +100.3% | +15.8% | +84.5% | +85.8% |
| 1Y | +100.4% | +10.8% | +89.6% | +89.2% |
| 3Y | +246.1% | +62.8% | +183.3% | +170.7% |
| 5Y | +189.8% | +56.1% | +133.7% | +125.8% |
| 10Y | +434.6% | +216.4% | +218.2% | +160.5% |
| All | +2,391.6% | +377.0% | +2,014.6% | +584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling