+20.0%
CL vs AAOX
-93.2%
+113.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.8% | +12.6% | +1.5% |
| 7D | +3.2% | -3.4% | +6.6% | +3.3% |
| 30D | +8.0% | -72.8% | +80.9% | +5.4% |
| 3M | +7.9% | -90.7% | +98.5% | +3.7% |
| 6M | +14.7% | -98.2% | +112.9% | +10.7% |
| All | +20.0% | -93.2% | +113.2% | +15.6% |
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