-94.4%
AAOX vs TMF
-11.5%
-82.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.9% | +9.0% |
| 7D | -35.9% | +0.6% | -36.5% | -35.0% |
| 30D | -81.6% | +16.3% | -97.9% | -80.0% |
| 3M | -90.3% | -2.7% | -87.6% | -89.0% |
| 6M | -95.7% | -13.2% | -82.5% | -94.8% |
| All | -94.4% | -11.5% | -82.9% | -93.1% |
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