-93.7%
AAOX vs ALM
-49.6%
-44.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +0.2% | +31.1% | +31.0% |
| 7D | -20.1% | -7.2% | -13.0% | -4.5% |
| 30D | -75.5% | -26.4% | -49.2% | -58.6% |
| 3M | -89.0% | -38.6% | -50.4% | -76.2% |
| 6M | -96.7% | -61.0% | -35.7% | -87.8% |
| All | -93.7% | -49.6% | -44.1% | -83.7% |
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 · 6 months rolling