+2,391.6%
SIMO vs AEIS
+2,873.2%
-481.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.5% | +4.2% | +6.8% |
| 7D | +0.9% | +9.5% | -8.5% | -2.5% |
| 30D | -25.4% | -17.5% | -7.9% | -18.3% |
| 3M | -17.8% | -29.3% | +11.5% | -3.5% |
| 6M | -29.6% | -34.7% | +5.2% | -14.2% |
| YTD | +100.3% | +10.7% | +89.6% | +94.3% |
| 1Y | +100.4% | +7.4% | +93.0% | +96.7% |
| 3Y | +246.1% | +161.1% | +85.0% | +136.1% |
| 5Y | +189.8% | +150.7% | +39.1% | +93.9% |
| 10Y | +434.6% | +360.8% | +73.8% | +146.1% |
| All | +2,391.6% | +2,873.2% | -481.6% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling