-70.2%
AAOX vs MULL
+259.8%
-330.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -9.3% | +0.8% | -2.0% |
| 7D | +5.4% | +3.6% | +1.8% | +2.2% |
| 30D | -47.7% | +22.0% | -69.8% | -52.3% |
| 3M | -78.6% | -8.6% | -70.0% | -75.1% |
| All | -70.2% | +259.8% | -330.0% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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