-94.4%
AAOX vs RL
+18.1%
-112.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.8% | +3.1% | +5.2% |
| 7D | -35.9% | +0.2% | -36.1% | -33.6% |
| 30D | -81.6% | +7.3% | -88.9% | -81.4% |
| 3M | -90.3% | +1.0% | -91.4% | -90.1% |
| 6M | -95.7% | +11.8% | -107.4% | -95.8% |
| All | -94.4% | +18.1% | -112.5% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling