-92.1%
AAOX vs RNG
+105.9%
-198.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -0.2% | -14.7% | -15.0% |
| 7D | -50.3% | -9.6% | -40.7% | -51.5% |
| 30D | -79.8% | -1.4% | -78.4% | -80.0% |
| 3M | -85.9% | +28.8% | -114.7% | -84.4% |
| 6M | -95.7% | +65.6% | -161.3% | -94.2% |
| All | -92.1% | +105.9% | -198.0% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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