-92.1%
AAOX vs AGI
-23.8%
-68.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +10.8% | -25.7% | -25.3% |
| 7D | -50.3% | -5.3% | -45.0% | -47.6% |
| 30D | -79.8% | -7.1% | -72.7% | -77.8% |
| 3M | -85.9% | +4.4% | -90.3% | -86.6% |
| 6M | -95.7% | -23.0% | -72.6% | -94.6% |
| All | -92.1% | -23.8% | -68.4% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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