-67.5%
AAOX vs USHY
+3.0%
-70.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -3.2% |
| 7D | +8.3% | -0.1% | +8.5% | +10.6% |
| 30D | -41.8% | 0.0% | -41.8% | -41.7% |
| 3M | -73.3% | +0.8% | -74.1% | -75.2% |
| All | -67.5% | +3.0% | -70.5% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling