-65.3%
AAOX vs TLN
+4.9%
-70.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.8% | +8.4% | +7.4% |
| 7D | +15.2% | +10.9% | +4.3% | +0.5% |
| 30D | -40.3% | -6.3% | -34.0% | -31.3% |
| 3M | -81.2% | -10.7% | -70.5% | -75.8% |
| All | -65.3% | +4.9% | -70.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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