+419.3%
SIMO vs AEIS
+157.5%
+261.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +7.4% |
| 7D | +4.2% | +3.0% | +1.3% | +2.7% |
| 30D | +4.1% | -14.6% | +18.7% | +13.2% |
| 3M | -12.9% | -12.4% | -0.4% | -6.6% |
| 6M | +110.3% | -15.0% | +125.3% | +122.4% |
| YTD | +178.6% | +34.3% | +144.3% | +132.1% |
| 1Y | +220.0% | +87.4% | +132.6% | +125.8% |
| All | +419.3% | +157.5% | +261.8% | +201.3% |
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