-70.2%
AAOX vs ALM
+2.3%
-72.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -9.6% | +1.1% | +4.4% |
| 7D | +5.4% | -7.1% | +12.5% | +15.9% |
| 30D | -47.7% | +24.7% | -72.4% | -60.5% |
| 3M | -78.6% | +8.3% | -86.9% | -79.1% |
| All | -70.2% | +2.3% | -72.6% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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 · Available span rolling