+417.8%
SIMO vs AEIS
+350.2%
+67.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.7% |
| 7D | +14.9% | +23.2% | -8.4% | +4.3% |
| 30D | -27.0% | -17.0% | -10.0% | -19.7% |
| 3M | -25.4% | -32.2% | +6.8% | -9.9% |
| 6M | -30.3% | -32.6% | +2.3% | -15.3% |
| YTD | +95.8% | +9.4% | +86.4% | +91.3% |
| 1Y | +100.0% | +7.7% | +92.4% | +96.7% |
| 3Y | +238.3% | +157.9% | +80.3% | +132.1% |
| 5Y | +187.6% | +154.8% | +32.8% | +91.4% |
| All | +417.8% | +350.2% | +67.5% | +136.8% |
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