-65.3%
AAOX vs SFM
-3.7%
-61.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -6.5% | +17.7% | +11.1% |
| 7D | +15.2% | -5.8% | +21.0% | +15.0% |
| 30D | -40.3% | -11.4% | -29.0% | -39.5% |
| 3M | -81.2% | -12.2% | -69.0% | -80.8% |
| All | -65.3% | -3.7% | -61.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling