-70.2%
AAOX vs PHM
-0.3%
-69.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.1% | -6.4% | -10.9% |
| 7D | +5.4% | -6.4% | +11.8% | -2.3% |
| 30D | -47.7% | -12.1% | -35.7% | -54.6% |
| 3M | -78.6% | -1.5% | -77.1% | -76.8% |
| All | -70.2% | -0.3% | -69.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · Available span rolling