-70.2%
AAOX vs TRU
+10.1%
-80.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.1% | -8.4% | -8.7% |
| 7D | +5.4% | -9.4% | +14.8% | -9.2% |
| 30D | -47.7% | -4.1% | -43.6% | -49.0% |
| 3M | -78.6% | +13.6% | -92.2% | -72.6% |
| All | -70.2% | +10.1% | -80.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · Available span rolling