+579.5%
SIMO vs AFL
+297.3%
+282.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +14.5% | -2.1% | +16.6% | +15.1% |
| 30D | +20.4% | -5.4% | +25.9% | +22.3% |
| 3M | +7.1% | -0.3% | +7.4% | +6.5% |
| 6M | +129.2% | +5.2% | +124.0% | +123.5% |
| YTD | +201.9% | +5.7% | +196.3% | +192.8% |
| 1Y | +235.5% | +10.2% | +225.3% | +219.7% |
| 3Y | +463.8% | +63.4% | +400.4% | +360.4% |
| 5Y | +306.7% | +133.0% | +173.7% | +187.1% |
| 10Y | +579.5% | +299.5% | +279.9% | +246.6% |
| All | +579.5% | +297.3% | +282.2% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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