+18.7%
SPG vs AAOX
-97.9%
+116.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.8% | +10.6% | -0.5% |
| 7D | +2.0% | -3.4% | +5.3% | +2.1% |
| 30D | +17.2% | -72.8% | +90.1% | +14.5% |
| 3M | +6.3% | -90.7% | +97.0% | +2.1% |
| 6M | +18.7% | -98.2% | +116.9% | +12.3% |
| All | +18.7% | -97.9% | +116.6% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling