-70.2%
AAOX vs LEN
-14.3%
-55.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.5% | -5.0% | -7.7% |
| 7D | +5.4% | -7.8% | +13.2% | +7.3% |
| 30D | -47.7% | -11.0% | -36.7% | -46.4% |
| 3M | -78.6% | -12.8% | -65.8% | -77.9% |
| All | -70.2% | -14.3% | -55.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling