-68.8%
AAOX vs TAP
-0.3%
-68.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.7% | +10.1% |
| 7D | -2.5% | -2.3% | -0.2% | -7.7% |
| 30D | -41.1% | -2.1% | -39.0% | -42.4% |
| 3M | -84.7% | +6.6% | -91.3% | -80.8% |
| All | -68.8% | -0.3% | -68.5% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · Available span rolling