-67.5%
AAOX vs M
+21.3%
-88.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -2.0% | -5.7% |
| 7D | +8.3% | -4.1% | +12.4% | +8.9% |
| 30D | -41.8% | -13.6% | -28.2% | -40.4% |
| 3M | -73.3% | -2.3% | -71.0% | -73.2% |
| All | -67.5% | +21.3% | -88.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling