-67.5%
AAOX vs RUN
-29.1%
-38.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.6% | -1.7% | -2.2% |
| 7D | +8.3% | -1.8% | +10.1% | +10.4% |
| 30D | -41.8% | -10.8% | -31.0% | -34.6% |
| 3M | -73.3% | -30.2% | -43.1% | -64.4% |
| All | -67.5% | -29.1% | -38.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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