-70.2%
AAOX vs ACI
-29.7%
-40.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.3% | -7.2% | -9.5% |
| 7D | +5.4% | -7.1% | +12.5% | -0.6% |
| 30D | -47.7% | -4.5% | -43.3% | -48.8% |
| 3M | -78.6% | -22.3% | -56.4% | -80.3% |
| All | -70.2% | -29.7% | -40.5% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling