-69.2%
AAOX vs ACI
-27.4%
-41.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.1% | +5.9% |
| 7D | -1.4% | -3.7% | +2.4% | -4.5% |
| 30D | -49.0% | +0.6% | -49.6% | -48.2% |
| 3M | -77.3% | -20.3% | -56.9% | -78.7% |
| All | -69.2% | -27.4% | -41.8% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling