-95.0%
AAOX vs RL
+14.5%
-109.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.2% | -9.7% | -10.1% |
| 7D | -3.4% | +2.6% | -5.9% | -5.0% |
| 30D | -72.8% | +2.9% | -75.8% | -71.9% |
| 3M | -90.7% | 0.0% | -90.7% | -90.3% |
| 6M | -98.2% | +17.1% | -115.3% | -98.3% |
| All | -95.0% | +14.5% | -109.5% | -95.1% |
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 · 6 months rolling