-95.0%
AAOX vs SBAC
+12.9%
-108.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.5% | -12.6% | -11.4% |
| 7D | -3.6% | +0.6% | -4.3% | -3.8% |
| 30D | -72.9% | +5.5% | -78.4% | -73.5% |
| 3M | -90.7% | +3.1% | -93.8% | -90.9% |
| 6M | -98.2% | -7.0% | -91.2% | -98.1% |
| All | -95.0% | +12.9% | -108.0% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling