-65.3%
AAOX vs Z
-27.0%
-38.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -6.4% | +17.6% | +7.4% |
| 7D | +15.2% | -3.3% | +18.5% | +13.4% |
| 30D | -40.3% | -3.7% | -36.6% | -41.4% |
| 3M | -81.2% | -7.0% | -74.2% | -79.3% |
| All | -65.3% | -27.0% | -38.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · Available span rolling