-65.3%
AAOX vs CRL
+81.1%
-146.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.7% | +13.9% | +10.8% |
| 7D | +15.2% | -0.6% | +15.8% | +15.0% |
| 30D | -40.3% | +5.0% | -45.3% | -39.7% |
| 3M | -81.2% | +50.6% | -131.7% | -78.8% |
| All | -65.3% | +81.1% | -146.4% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling