-68.8%
AAOX vs RL
+3.8%
-72.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.0% | +8.5% | +9.9% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | -41.1% | -7.8% | -33.3% | -39.8% |
| 3M | -84.7% | -4.0% | -80.7% | -84.8% |
| All | -68.8% | +3.8% | -72.6% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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 · Available span rolling