-69.2%
AAOX vs M
+24.5%
-93.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +1.8% |
| 7D | -1.4% | -4.2% | +2.8% | -1.1% |
| 30D | -49.0% | -7.2% | -41.8% | -48.8% |
| 3M | -77.3% | -11.1% | -66.1% | -77.0% |
| All | -69.2% | +24.5% | -93.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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 · Available span rolling