-67.5%
AAOX vs ACI
-28.8%
-38.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.8% | -8.2% |
| 7D | +8.3% | -5.0% | +13.4% | +4.1% |
| 30D | -41.8% | -2.3% | -39.5% | -42.0% |
| 3M | -73.3% | -23.2% | -50.1% | -75.4% |
| All | -67.5% | -28.8% | -38.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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 · Available span rolling