-65.3%
AAOX vs RL
+2.6%
-67.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.1% | +12.3% | +11.5% |
| 7D | +15.2% | +1.9% | +13.3% | +14.6% |
| 30D | -40.3% | -12.2% | -28.1% | -38.0% |
| 3M | -81.2% | -6.6% | -74.5% | -81.0% |
| All | -65.3% | +2.6% | -67.9% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling