-95.0%
AAOX vs A
+58.2%
-153.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.5% | -11.6% | -11.2% |
| 7D | -3.6% | -0.5% | -3.2% | -3.3% |
| 30D | -72.9% | 0.0% | -72.9% | -72.5% |
| 3M | -90.7% | +16.7% | -107.4% | -90.0% |
| 6M | -98.2% | +54.8% | -153.0% | -97.7% |
| All | -95.0% | +58.2% | -153.2% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling