-67.5%
AAOX vs SFM
-7.5%
-59.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.3% | -6.2% |
| 7D | +8.3% | -7.2% | +15.5% | +8.1% |
| 30D | -41.8% | -14.3% | -27.5% | -41.0% |
| 3M | -73.3% | -13.7% | -59.5% | -73.0% |
| All | -67.5% | -7.5% | -59.9% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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 · Available span rolling