-70.2%
AAOX vs MDY
+11.1%
-81.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.9% | -7.6% | -2.6% |
| 7D | +5.4% | -2.5% | +7.9% | +23.7% |
| 30D | -47.7% | -5.0% | -42.7% | -23.8% |
| 3M | -78.6% | +0.5% | -79.1% | -72.6% |
| All | -70.2% | +11.1% | -81.3% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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