-65.3%
AAOX vs ACM
-25.3%
-40.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.8% | +12.0% | +11.0% |
| 7D | +15.2% | -0.3% | +15.5% | +15.2% |
| 30D | -40.3% | -12.9% | -27.4% | -37.4% |
| 3M | -81.2% | -6.4% | -74.8% | -80.0% |
| All | -65.3% | -25.3% | -40.0% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling