-68.8%
AAOX vs BOXX
+1.8%
-70.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +14.5% |
| 7D | -2.5% | +0.1% | -2.6% | +3.2% |
| 30D | -41.1% | +0.4% | -41.5% | -10.7% |
| 3M | -84.7% | +1.0% | -85.7% | -54.8% |
| All | -68.8% | +1.8% | -70.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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