-95.0%
AAOX vs SM
+10.1%
-105.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.1% | -10.7% | -10.8% |
| 7D | -3.4% | +9.4% | -12.7% | -4.4% |
| 30D | -72.8% | -14.4% | -58.5% | -73.2% |
| 3M | -90.7% | +1.6% | -92.2% | -90.6% |
| 6M | -98.2% | +6.3% | -104.5% | -98.0% |
| All | -95.0% | +10.1% | -105.1% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling