-92.1%
AAOX vs MLM
-2.1%
-90.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +2.4% | -17.3% | -13.2% |
| 7D | -50.3% | +9.1% | -59.4% | -46.9% |
| 30D | -79.8% | +14.6% | -94.5% | -77.8% |
| 3M | -85.9% | +0.3% | -86.2% | -85.8% |
| 6M | -95.7% | -7.5% | -88.2% | -94.7% |
| All | -92.1% | -2.1% | -90.0% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling