-92.1%
AAOX vs SAN
+14.6%
-106.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +6.4% | -21.4% | -21.7% |
| 7D | -50.3% | +4.5% | -54.8% | -52.9% |
| 30D | -79.8% | -12.1% | -67.7% | -75.6% |
| 3M | -85.9% | -15.6% | -70.3% | -82.1% |
| 6M | -95.7% | +5.8% | -101.5% | -95.4% |
| All | -92.1% | +14.6% | -106.8% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling