+528.8%
SIMO vs AEIS
+546.3%
-17.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +5.0% |
| 7D | +14.6% | +8.1% | +6.5% | +10.9% |
| 30D | +6.2% | -11.1% | +17.3% | +11.8% |
| 3M | +3.6% | -5.6% | +9.2% | +6.7% |
| 6M | +130.8% | -0.6% | +131.4% | +129.5% |
| YTD | +195.8% | +38.0% | +157.7% | +155.9% |
| 1Y | +225.0% | +87.2% | +137.8% | +149.2% |
| 3Y | +452.3% | +179.7% | +272.6% | +253.1% |
| 5Y | +303.6% | +241.7% | +61.9% | +131.7% |
| 10Y | +528.8% | +547.2% | -18.4% | +128.4% |
| All | +528.8% | +546.3% | -17.6% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling