-67.5%
AAOX vs SPY
+17.4%
-84.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -2.4% |
| 7D | +8.3% | -0.4% | +8.7% | +9.4% |
| 30D | -41.8% | -1.4% | -40.5% | -35.9% |
| 3M | -73.3% | +3.7% | -77.0% | -76.4% |
| All | -67.5% | +17.4% | -84.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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