-96.7%
AAOX vs ALC
+15.5%
-112.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | -2.2% | +33.5% | +24.7% |
| 7D | -20.1% | -6.3% | -13.9% | -34.9% |
| 30D | -75.5% | +12.6% | -88.1% | -61.6% |
| 3M | -89.0% | -3.8% | -85.1% | -89.0% |
| 6M | -96.7% | +16.8% | -113.6% | -92.3% |
| All | -96.7% | +15.5% | -112.3% | -92.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling