-65.3%
AAOX vs RNG
+85.4%
-150.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.4% | +15.5% | +9.4% |
| 7D | +15.2% | -0.8% | +16.0% | +15.2% |
| 30D | -40.3% | +11.4% | -51.7% | -37.3% |
| 3M | -81.2% | +72.1% | -153.2% | -77.3% |
| All | -65.3% | +85.4% | -150.7% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling