-92.1%
AAOX vs SPYG
+19.0%
-111.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +1.3% | -16.2% | -23.7% |
| 7D | -50.3% | -2.8% | -47.5% | -37.7% |
| 30D | -79.8% | -6.2% | -73.7% | -63.2% |
| 3M | -85.9% | -3.6% | -82.3% | -77.3% |
| 6M | -95.7% | +4.8% | -100.4% | -93.9% |
| All | -92.1% | +19.0% | -111.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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 · 6 months rolling