-67.5%
AAOX vs SM
+27.8%
-95.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.2% |
| 7D | +8.3% | -0.2% | +8.6% | +8.3% |
| 30D | -41.8% | +20.3% | -62.1% | -40.9% |
| 3M | -73.3% | +22.9% | -96.2% | -71.1% |
| All | -67.5% | +27.8% | -95.2% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling