-67.5%
AAOX vs LEN
-11.2%
-56.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.3% |
| 7D | +8.3% | -3.4% | +11.7% | +8.9% |
| 30D | -41.8% | -5.7% | -36.2% | -41.6% |
| 3M | -73.3% | -12.2% | -61.0% | -71.8% |
| All | -67.5% | -11.2% | -56.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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 · Available span rolling