-65.3%
AAOX vs PRU
+31.1%
-96.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.2% | +13.3% | +10.2% |
| 7D | +15.2% | +1.9% | +13.3% | +15.4% |
| 30D | -40.3% | -0.4% | -39.9% | -40.3% |
| 3M | -81.2% | +16.4% | -97.6% | -82.4% |
| All | -65.3% | +31.1% | -96.4% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling