+9.2%
C vs AAOX
-93.5%
+102.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.9% | +15.1% | +0.6% |
| 7D | -0.4% | -48.3% | +47.9% | +0.9% |
| 30D | -5.2% | -84.3% | +79.2% | -1.8% |
| 3M | -9.1% | -91.4% | +82.4% | -5.2% |
| 6M | -1.6% | -96.3% | +94.7% | +1.6% |
| All | +9.2% | -93.5% | +102.6% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling