-94.4%
AAOX vs REPL
+216.7%
-311.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.9% | -11.9% | -11.0% |
| 7D | +22.0% | +9.8% | +12.2% | +22.2% |
| 30D | -76.8% | +81.5% | -158.3% | -76.5% |
| 3M | -90.7% | +44.2% | -135.0% | -90.7% |
| 6M | -97.2% | +437.4% | -534.6% | -96.5% |
| All | -94.4% | +216.7% | -311.1% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling