-67.5%
AAOX vs REPL
+108.2%
-175.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.1% | -6.3% |
| 7D | +8.3% | -9.6% | +17.9% | +7.8% |
| 30D | -41.8% | +5.7% | -47.5% | -41.5% |
| 3M | -73.3% | +56.4% | -129.7% | -73.3% |
| All | -67.5% | +108.2% | -175.7% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling