-93.7%
AAOX vs RL
+16.8%
-110.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | -1.4% | +32.7% | +32.1% |
| 7D | -20.1% | -4.4% | -15.8% | -15.9% |
| 30D | -75.5% | +5.6% | -81.1% | -75.1% |
| 3M | -89.0% | -0.6% | -88.3% | -88.6% |
| 6M | -96.7% | +15.5% | -112.2% | -96.9% |
| All | -93.7% | +16.8% | -110.5% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling