-70.2%
AAOX vs RNG
+82.3%
-152.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.9% | -7.6% | -8.8% |
| 7D | +5.4% | -9.6% | +15.0% | +1.5% |
| 30D | -47.7% | +8.8% | -56.6% | -45.6% |
| 3M | -78.6% | +78.6% | -157.3% | -74.8% |
| All | -70.2% | +82.3% | -152.6% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling