-65.3%
AAOX vs TENB
+68.6%
-133.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.6% | +12.8% | +11.5% |
| 7D | +15.2% | -5.0% | +20.2% | +16.3% |
| 30D | -40.3% | -7.4% | -33.0% | -40.7% |
| 3M | -81.2% | +22.3% | -103.4% | -80.6% |
| All | -65.3% | +68.6% | -133.9% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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