+417.8%
SIMO vs AME
+442.0%
-24.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.6% |
| 7D | +14.9% | +8.1% | +6.8% | +9.4% |
| 30D | -27.0% | -3.8% | -23.2% | -24.1% |
| 3M | -25.4% | -6.6% | -18.8% | -20.6% |
| 6M | -30.3% | +4.6% | -34.8% | -30.0% |
| YTD | +95.8% | +17.9% | +77.8% | +82.3% |
| 1Y | +100.0% | +23.2% | +76.8% | +81.6% |
| 3Y | +238.3% | +62.9% | +175.3% | +161.8% |
| 5Y | +187.6% | +77.5% | +110.0% | +110.0% |
| All | +417.8% | +442.0% | -24.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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