+24.7%
STX vs AAOX
-93.2%
+117.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.8% | +7.7% | -1.2% |
| 7D | +14.6% | -3.4% | +18.0% | +14.5% |
| 30D | -26.0% | -72.8% | +46.9% | -11.7% |
| 3M | -42.6% | -90.7% | +48.1% | -23.5% |
| 6M | -35.3% | -98.2% | +62.9% | -5.6% |
| All | +24.7% | -93.2% | +117.9% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling