-95.0%
AAOX vs TMF
-19.7%
-75.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.4% | -9.5% | -11.6% |
| 7D | -3.4% | -9.3% | +5.9% | -9.6% |
| 30D | -72.8% | +1.9% | -74.8% | -72.6% |
| 3M | -90.7% | -11.2% | -79.4% | -90.1% |
| 6M | -98.2% | -17.7% | -80.5% | -97.9% |
| All | -95.0% | -19.7% | -75.3% | -94.3% |
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