-70.2%
AAOX vs COO
-22.7%
-47.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -14.7% | +6.2% | -27.6% |
| 7D | +5.4% | -23.3% | +28.7% | -35.8% |
| 30D | -47.7% | -29.5% | -18.3% | -73.8% |
| 3M | -78.6% | -20.0% | -58.7% | -83.8% |
| All | -70.2% | -22.7% | -47.6% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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