-94.4%
AAOX vs IRE
-90.4%
-4.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.5% | +11.4% | +10.3% |
| 7D | -35.9% | -15.5% | -20.3% | -29.3% |
| 30D | -81.6% | -70.4% | -11.2% | -63.7% |
| 3M | -90.3% | -81.6% | -8.7% | -76.1% |
| 6M | -95.7% | -94.7% | -1.0% | -85.1% |
| All | -94.4% | -90.4% | -4.0% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling