-67.5%
AAOX vs CRL
+79.5%
-147.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -6.4% |
| 7D | +8.3% | -4.6% | +12.9% | +7.7% |
| 30D | -41.8% | +0.5% | -42.3% | -41.6% |
| 3M | -73.3% | +46.6% | -119.9% | -70.1% |
| All | -67.5% | +79.5% | -147.0% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling