+3,365.1%
SIMO vs AEIS
+3,506.1%
-141.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +7.7% |
| 7D | +4.2% | +3.0% | +1.3% | +3.1% |
| 30D | +4.1% | -14.6% | +18.7% | +10.9% |
| 3M | -12.9% | -12.4% | -0.4% | -7.5% |
| 6M | +110.3% | -15.0% | +125.3% | +122.4% |
| YTD | +178.6% | +34.3% | +144.3% | +145.0% |
| 1Y | +220.0% | +87.4% | +132.6% | +147.3% |
| 3Y | +409.0% | +139.8% | +269.3% | +247.7% |
| 5Y | +277.3% | +220.7% | +56.6% | +123.5% |
| 10Y | +506.6% | +531.6% | -25.0% | +141.3% |
| All | +3,365.1% | +3,506.1% | -141.0% | +592.5% |
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