+4.4%
AR vs AAOX
-95.4%
+99.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +31.3% | -29.8% | +1.5% |
| 7D | +2.1% | -20.1% | +22.2% | +2.1% |
| 30D | +4.5% | -75.5% | +80.0% | +3.8% |
| 3M | +1.0% | -89.0% | +90.0% | +0.1% |
| 6M | +4.4% | -96.7% | +101.2% | +4.7% |
| All | +4.4% | -95.4% | +99.8% | +4.7% |
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