-92.1%
AAOX vs CAI
+76.0%
-168.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +1.1% | -16.1% | -15.0% |
| 7D | -50.3% | -6.3% | -44.0% | -50.0% |
| 30D | -79.8% | +9.3% | -89.1% | -79.6% |
| 3M | -85.9% | +106.3% | -192.2% | -85.3% |
| 6M | -95.7% | +77.7% | -173.4% | -95.1% |
| All | -92.1% | +76.0% | -168.2% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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