-70.2%
AAOX vs SPXS
-36.0%
-34.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.9% | -10.4% | -3.3% |
| 7D | +5.4% | +6.4% | -1.0% | +24.8% |
| 30D | -47.7% | +6.0% | -53.7% | -38.8% |
| 3M | -78.6% | -11.6% | -67.0% | -79.8% |
| All | -70.2% | -36.0% | -34.2% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · Available span rolling