-94.8%
AAOX vs PRU
+31.0%
-125.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.6% | +15.2% | +11.2% |
| 7D | -52.9% | +2.4% | -55.3% | -50.6% |
| 30D | -86.9% | +6.1% | -93.0% | -85.9% |
| 3M | -89.6% | -0.7% | -88.9% | -89.0% |
| 6M | -97.3% | +22.1% | -119.4% | -97.4% |
| All | -94.8% | +31.0% | -125.8% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling