+4.9%
CI vs AAOX
-52.8%
+57.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -13.0% | -1.7% |
| 7D | -2.0% | +15.2% | -17.2% | -1.9% |
| 30D | -1.8% | -40.3% | +38.5% | -2.0% |
| 3M | -4.2% | -81.2% | +76.9% | -4.0% |
| All | +4.9% | -52.8% | +57.7% | +4.1% |
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 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 · Available span rolling