-10.7%
AR vs AAOX
-93.2%
+82.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.8% | +10.9% | +0.1% |
| 7D | +7.4% | -3.4% | +10.7% | +7.3% |
| 30D | +5.8% | -72.8% | +78.6% | +5.4% |
| 3M | +5.2% | -90.7% | +95.9% | +4.7% |
| 6M | +5.4% | -98.2% | +103.6% | +6.0% |
| All | -10.7% | -93.2% | +82.5% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling