-92.1%
AAOX vs SBAC
+15.8%
-108.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +5.8% | -20.8% | -16.3% |
| 7D | -50.3% | +5.8% | -56.1% | -51.0% |
| 30D | -79.8% | +20.8% | -100.6% | -81.3% |
| 3M | -85.9% | +4.8% | -90.7% | -86.3% |
| 6M | -95.7% | -9.1% | -86.5% | -95.2% |
| All | -92.1% | +15.8% | -108.0% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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