-95.0%
AAOX vs IRE
-93.3%
-1.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.4% | +3.6% | -2.7% |
| 7D | -3.4% | -31.8% | +28.5% | +21.0% |
| 30D | -72.8% | -71.8% | -1.1% | -43.7% |
| 3M | -90.7% | -88.9% | -1.8% | -69.2% |
| 6M | -98.2% | -95.4% | -2.8% | -92.3% |
| All | -95.0% | -93.3% | -1.7% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling