-67.5%
AAOX vs ALM
+13.2%
-80.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -0.6% |
| 7D | +8.3% | +3.6% | +4.7% | +3.1% |
| 30D | -41.8% | +33.8% | -75.6% | -59.9% |
| 3M | -73.3% | +14.8% | -88.0% | -76.2% |
| All | -67.5% | +13.2% | -80.7% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling