+39.8%
SAP vs AAOX
-93.2%
+133.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.8% | +11.2% | +0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +0.7% |
| 30D | +6.5% | -72.8% | +79.4% | +4.7% |
| 3M | +12.2% | -90.7% | +102.9% | +9.1% |
| 6M | +46.1% | -98.2% | +144.2% | +44.2% |
| All | +39.8% | -93.2% | +133.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling