-44.2%
AAOX vs SM
+23.7%
-67.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.5% | +13.0% | N/A |
| 7D | -2.5% | +0.1% | -2.6% | N/A |
| All | -44.2% | +23.7% | -67.9% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1mo: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1mo analysis · Full analysis span regression · Available span rolling