-94.4%
AAOX vs CRL
+119.8%
-214.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.7% |
| 7D | +22.0% | +8.9% | +13.1% | +17.1% |
| 30D | -76.8% | +14.0% | -90.8% | -75.9% |
| 3M | -90.7% | +19.8% | -110.6% | -90.4% |
| 6M | -97.2% | +102.0% | -199.2% | -96.6% |
| All | -94.4% | +119.8% | -214.2% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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