-70.2%
AAOX vs CG
-6.0%
-64.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.4% | -6.1% | -7.9% |
| 7D | +5.4% | -9.8% | +15.2% | +7.7% |
| 30D | -47.7% | -10.3% | -37.4% | -48.0% |
| 3M | -78.6% | -1.7% | -77.0% | -78.3% |
| All | -70.2% | -6.0% | -64.2% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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