-65.3%
AAOX vs REPL
+112.8%
-178.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.8% | +13.0% | +11.1% |
| 7D | +15.2% | -5.7% | +21.0% | +14.9% |
| 30D | -40.3% | +22.5% | -62.8% | -39.5% |
| 3M | -81.2% | +64.7% | -145.8% | -81.0% |
| All | -65.3% | +112.8% | -178.1% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling