-95.0%
AAOX vs ACGL
+17.0%
-112.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.3% | -11.2% | -9.2% |
| 7D | -3.4% | +2.2% | -5.5% | +7.3% |
| 30D | -72.8% | +12.3% | -85.1% | -47.9% |
| 3M | -90.7% | +11.8% | -102.5% | -81.2% |
| 6M | -98.2% | +17.5% | -115.6% | -94.0% |
| All | -95.0% | +17.0% | -112.0% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling