+2,198.9%
SIMO vs AFL
+857.9%
+1,341.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.9% |
| 7D | +4.1% | +2.9% | +1.2% | +3.0% |
| 30D | -24.0% | +8.0% | -31.9% | -26.4% |
| 3M | -31.8% | +5.9% | -37.7% | -33.7% |
| 6M | -36.9% | +11.6% | -48.5% | -40.4% |
| YTD | +84.8% | +17.5% | +67.3% | +70.4% |
| 1Y | +99.0% | +13.3% | +85.7% | +85.8% |
| 3Y | +217.9% | +67.0% | +150.9% | +151.0% |
| 5Y | +171.5% | +150.6% | +20.8% | +80.3% |
| 10Y | +393.3% | +343.1% | +50.2% | +147.1% |
| All | +2,198.9% | +857.9% | +1,341.1% | +663.9% |
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