-70.2%
AAOX vs SM
+28.5%
-98.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.5% | -9.0% | -8.5% |
| 7D | +5.4% | +2.1% | +3.3% | +5.4% |
| 30D | -47.7% | +18.1% | -65.9% | -47.2% |
| 3M | -78.6% | +17.0% | -95.6% | -76.2% |
| All | -70.2% | +28.5% | -98.7% | -66.9% |
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