-68.8%
AAOX vs USHY
+3.3%
-72.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +10.9% |
| 7D | -2.5% | -0.1% | -2.4% | -0.3% |
| 30D | -41.1% | +0.1% | -41.2% | -42.0% |
| 3M | -84.7% | +0.8% | -85.5% | -85.7% |
| All | -68.8% | +3.3% | -72.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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 · Available span rolling