-94.4%
AAOX vs RL
+15.8%
-110.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.8% | -10.2% | -10.5% |
| 7D | +22.0% | +2.4% | +19.6% | +19.9% |
| 30D | -76.8% | +4.6% | -81.4% | -76.3% |
| 3M | -90.7% | -1.1% | -89.6% | -90.4% |
| 6M | -97.2% | +16.5% | -113.7% | -97.3% |
| All | -94.4% | +15.8% | -110.2% | -94.5% |
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 · 6 months rolling