-95.2%
AAOX vs ACI
-19.8%
-75.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +2.2% | -17.0% | -12.2% |
| 7D | -48.3% | -0.6% | -47.7% | -49.3% |
| 30D | -84.3% | +9.5% | -93.9% | -81.9% |
| 3M | -91.4% | +10.1% | -101.5% | -89.6% |
| 6M | -96.3% | -15.4% | -80.9% | -95.9% |
| All | -95.2% | -19.8% | -75.4% | -94.9% |
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 · 6 months rolling