-67.5%
AAOX vs S
+37.0%
-104.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.3% |
| 7D | +8.3% | -1.2% | +9.6% | +8.9% |
| 30D | -41.8% | -12.6% | -29.3% | -39.0% |
| 3M | -73.3% | +27.6% | -100.8% | -77.3% |
| All | -67.5% | +37.0% | -104.5% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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 · Available span rolling