+384.8%
SIMO vs AME
+442.8%
-58.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.6% | +2.5% |
| 7D | -22.0% | -5.2% | -16.8% | -18.7% |
| 30D | -43.0% | -8.0% | -35.0% | -39.1% |
| 3M | -39.1% | -8.9% | -30.2% | -34.2% |
| 6M | -33.3% | -5.0% | -28.3% | -29.1% |
| YTD | +77.0% | +11.9% | +65.1% | +70.4% |
| 1Y | +73.0% | +16.6% | +56.4% | +62.7% |
| 3Y | +215.7% | +62.5% | +153.2% | +146.2% |
| 5Y | +155.6% | +67.6% | +88.0% | +93.8% |
| All | +384.8% | +442.8% | -58.0% | +126.6% |
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