-70.2%
AAOX vs SGI
-11.5%
-58.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.1% | -5.4% | -8.2% |
| 7D | +5.4% | -4.9% | +10.3% | +5.9% |
| 30D | -47.7% | +1.6% | -49.3% | -47.6% |
| 3M | -78.6% | -3.2% | -75.5% | -78.1% |
| All | -70.2% | -11.5% | -58.8% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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