-97.2%
AAOX vs ACI
-15.5%
-81.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -9.4% |
| 7D | +22.0% | -0.5% | +22.5% | +23.1% |
| 30D | -76.8% | +4.9% | -81.7% | -74.5% |
| 3M | -90.7% | +11.1% | -101.8% | -88.7% |
| 6M | -97.2% | -14.9% | -82.3% | -96.7% |
| All | -97.2% | -15.5% | -81.7% | -96.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling