-69.2%
AAOX vs SITM
+87.9%
-157.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.2% | -2.9% |
| 7D | -1.4% | +3.9% | -5.2% | -6.1% |
| 30D | -49.0% | -6.6% | -42.4% | -41.7% |
| 3M | -77.3% | -11.9% | -65.4% | -71.4% |
| All | -69.2% | +87.9% | -157.1% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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 · Available span rolling