-70.2%
AAOX vs SAN
+37.3%
-107.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.3% | -8.2% | -8.0% |
| 7D | +5.4% | -2.8% | +8.2% | +9.7% |
| 30D | -47.7% | -0.5% | -47.2% | -47.4% |
| 3M | -78.6% | +22.7% | -101.4% | -81.7% |
| All | -70.2% | +37.3% | -107.5% | -76.9% |
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 · Available span rolling