+3,365.1%
SIMO vs AEE
+345.2%
+3,019.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +4.1% | -2.3% | +6.4% | +5.0% |
| 3M | -12.9% | +0.2% | -13.1% | -13.7% |
| 6M | +110.3% | -4.7% | +115.1% | +112.3% |
| YTD | +178.6% | +8.1% | +170.5% | +166.4% |
| 1Y | +220.0% | +8.5% | +211.4% | +204.7% |
| 3Y | +409.0% | +48.9% | +360.1% | +313.3% |
| 5Y | +277.3% | +39.9% | +237.4% | +208.3% |
| 10Y | +506.6% | +186.5% | +320.1% | +209.0% |
| All | +3,365.1% | +345.2% | +3,019.9% | +880.9% |
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