-95.0%
AAOX vs ALC
+0.9%
-96.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.2% | -14.3% | -5.5% |
| 7D | -3.6% | -1.1% | -2.5% | -4.5% |
| 30D | -72.9% | +16.0% | -89.0% | -63.8% |
| 3M | -90.7% | +0.8% | -91.5% | -89.3% |
| 6M | -98.2% | +16.8% | -115.0% | -97.6% |
| All | -95.0% | +0.9% | -96.0% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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