-92.1%
AAOX vs REPL
+198.1%
-290.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +0.2% | -15.1% | -14.9% |
| 7D | -50.3% | +28.8% | -79.1% | -49.9% |
| 30D | -79.8% | +57.3% | -137.2% | -79.7% |
| 3M | -85.9% | +73.6% | -159.5% | -85.7% |
| 6M | -95.7% | +582.8% | -678.5% | -93.9% |
| All | -92.1% | +198.1% | -290.3% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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