+3,365.1%
SIMO vs AFL
+779.8%
+2,585.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.1% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | +4.1% | -6.2% | +10.3% | +6.6% |
| 3M | -12.9% | +2.2% | -15.1% | -14.3% |
| 6M | +110.3% | +5.3% | +105.1% | +104.3% |
| YTD | +178.6% | +8.0% | +170.6% | +166.9% |
| 1Y | +220.0% | +10.2% | +209.8% | +203.0% |
| 3Y | +409.0% | +67.1% | +342.0% | +303.9% |
| 5Y | +277.3% | +135.6% | +141.7% | +157.7% |
| 10Y | +506.6% | +299.4% | +207.2% | +218.5% |
| All | +3,365.1% | +779.8% | +2,585.3% | +1,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling