-92.1%
AAOX vs ACGL
+18.2%
-110.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +2.7% | -17.6% | -2.4% |
| 7D | -50.3% | +8.0% | -58.3% | -23.9% |
| 30D | -79.8% | +17.3% | -97.1% | -51.5% |
| 3M | -85.9% | +11.2% | -97.1% | -72.3% |
| 6M | -95.7% | +18.2% | -113.9% | -85.5% |
| All | -92.1% | +18.2% | -110.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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