-94.4%
AAOX vs ALC
+2.3%
-96.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.7% | +9.4% |
| 7D | -35.9% | +2.1% | -37.9% | -32.9% |
| 30D | -81.6% | +17.2% | -98.8% | -75.0% |
| 3M | -90.3% | +4.6% | -95.0% | -88.4% |
| 6M | -95.7% | +20.1% | -115.8% | -94.3% |
| All | -94.4% | +2.3% | -96.7% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling