-95.0%
AAOX vs ACM
-19.8%
-75.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.6% | -11.4% | -10.7% |
| 7D | -3.4% | +5.6% | -9.0% | -2.4% |
| 30D | -72.8% | +20.8% | -93.7% | -71.5% |
| 3M | -90.7% | +11.4% | -102.1% | -90.3% |
| 6M | -98.2% | +0.9% | -99.1% | -98.0% |
| All | -95.0% | -19.8% | -75.2% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling