-68.8%
AAOX vs DGX
+22.9%
-91.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.5% | +8.5% |
| 7D | -2.5% | -2.3% | -0.2% | -7.7% |
| 30D | -41.1% | +0.6% | -41.7% | -39.6% |
| 3M | -84.7% | +21.4% | -106.1% | -71.9% |
| All | -68.8% | +22.9% | -91.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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