-92.1%
AAOX vs PRU
+39.1%
-131.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +6.6% | -21.5% | -9.0% |
| 7D | -50.3% | +9.8% | -60.0% | -45.6% |
| 30D | -79.8% | +11.6% | -91.4% | -77.5% |
| 3M | -85.9% | +3.7% | -89.6% | -84.5% |
| 6M | -95.7% | +33.0% | -128.6% | -95.7% |
| All | -92.1% | +39.1% | -131.2% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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