-81.2%
AAOX vs SITM
-8.7%
-72.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.1% | +13.3% | +14.5% |
| 7D | +15.2% | +8.4% | +6.9% | +1.0% |
| 30D | -40.3% | -17.4% | -22.9% | -14.5% |
| 3M | -81.2% | -9.8% | -71.3% | -73.8% |
| All | -81.2% | -8.7% | -72.4% | -73.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling