-95.0%
AAOX vs RUN
-30.5%
-64.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.3% | -12.1% | -11.6% |
| 7D | -3.4% | -13.5% | +10.2% | +5.6% |
| 30D | -72.8% | +18.3% | -91.1% | -78.1% |
| 3M | -90.7% | -12.5% | -78.2% | -89.8% |
| 6M | -98.2% | -40.3% | -57.9% | -97.7% |
| All | -95.0% | -30.5% | -64.5% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling