-68.8%
AAOX vs SM
+21.9%
-90.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.1% | +13.6% | +10.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.6% |
| 30D | -41.1% | +25.6% | -66.7% | -39.1% |
| 3M | -84.7% | +8.0% | -92.7% | -82.7% |
| All | -68.8% | +21.9% | -90.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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