+217.9%
SIMO vs AEIS
+148.8%
+69.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -3.1% |
| 7D | +4.1% | +11.5% | -7.4% | -2.7% |
| 30D | -24.0% | -15.8% | -8.2% | -14.8% |
| 3M | -31.8% | -33.3% | +1.5% | -12.1% |
| 6M | -36.9% | -35.2% | -1.7% | -18.0% |
| YTD | +84.8% | +5.0% | +79.8% | +80.3% |
| 1Y | +99.0% | +8.5% | +90.5% | +90.6% |
| 3Y | +217.9% | +152.9% | +65.1% | +107.1% |
| All | +217.9% | +148.8% | +69.1% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling