-67.5%
AAOX vs PHM
+1.8%
-69.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -7.4% |
| 7D | +8.3% | -3.9% | +12.2% | +3.7% |
| 30D | -41.8% | -8.6% | -33.3% | -47.1% |
| 3M | -73.3% | -2.9% | -70.3% | -71.8% |
| All | -67.5% | +1.8% | -69.3% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling