-67.5%
AAOX vs THC
+33.1%
-100.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.9% | -10.1% | -1.3% |
| 7D | +8.3% | +4.1% | +4.3% | +14.7% |
| 30D | -41.8% | +3.5% | -45.4% | -38.3% |
| 3M | -73.3% | +61.7% | -135.0% | -49.0% |
| All | -67.5% | +33.1% | -100.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · Available span rolling