-69.2%
AAOX vs BOXX
+1.8%
-71.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +7.6% |
| 7D | -1.4% | +0.1% | -1.4% | +3.1% |
| 30D | -49.0% | +0.3% | -49.3% | -28.4% |
| 3M | -77.3% | +1.0% | -78.3% | -31.9% |
| All | -69.2% | +1.8% | -71.0% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling