+11.4%
ALAB vs AAOX
-96.9%
+108.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.0% | +9.7% | +1.4% |
| 7D | +26.9% | +22.0% | +4.9% | +19.3% |
| 30D | -30.0% | -76.8% | +46.8% | -6.3% |
| 3M | -28.5% | -90.7% | +62.2% | +9.1% |
| 6M | +11.4% | -97.2% | +108.6% | +76.1% |
| All | +11.4% | -96.9% | +108.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling