-95.2%
AAOX vs ACM
-19.6%
-75.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.6% | -15.5% | -14.8% |
| 7D | -48.3% | +6.6% | -54.9% | -47.6% |
| 30D | -84.3% | +19.8% | -104.1% | -83.6% |
| 3M | -91.4% | -3.1% | -88.3% | -90.9% |
| 6M | -96.3% | -11.5% | -84.8% | -95.5% |
| All | -95.2% | -19.6% | -75.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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