-92.1%
AAOX vs TMF
-11.9%
-80.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +2.5% | -17.4% | -13.1% |
| 7D | -50.3% | +4.0% | -54.2% | -48.5% |
| 30D | -79.8% | +19.5% | -99.3% | -78.3% |
| 3M | -85.9% | -3.5% | -82.4% | -84.0% |
| 6M | -95.7% | -10.6% | -85.1% | -94.9% |
| All | -92.1% | -11.9% | -80.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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 · 6 months rolling