-93.7%
AAOX vs ACI
-20.9%
-72.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | -1.4% | +32.7% | +29.6% |
| 7D | -20.1% | -5.3% | -14.8% | -26.8% |
| 30D | -75.5% | +5.0% | -80.5% | -73.0% |
| 3M | -89.0% | +7.5% | -96.5% | -86.8% |
| 6M | -96.7% | -16.0% | -80.7% | -96.4% |
| All | -93.7% | -20.9% | -72.8% | -93.4% |
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 · 6 months rolling