-68.8%
AAOX vs IRE
-44.5%
-24.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +14.0% | -3.5% | +4.2% |
| 7D | -2.5% | +54.8% | -57.3% | -21.0% |
| 30D | -41.1% | +18.4% | -59.5% | -46.2% |
| 3M | -84.7% | -66.7% | -17.9% | -79.6% |
| All | -68.8% | -44.5% | -24.3% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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