+39.3%
SAP vs AAOX
-92.4%
+131.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.0% | +11.0% | -0.2% |
| 7D | -3.9% | +22.0% | -25.9% | -3.4% |
| 30D | +6.5% | -76.8% | +83.3% | +4.5% |
| 3M | +14.7% | -90.7% | +105.4% | +11.5% |
| 6M | +39.9% | -97.2% | +137.1% | +38.0% |
| All | +39.3% | -92.4% | +131.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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