-69.2%
AAOX vs CAI
+29.0%
-98.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +3.4% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | -49.0% | +9.3% | -58.4% | -48.6% |
| 3M | -77.3% | +35.2% | -112.5% | -77.1% |
| All | -69.2% | +29.0% | -98.2% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling