-4.3%
CMS vs AAOX
-89.3%
+85.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.0% | +16.4% | +1.2% |
| 7D | +4.1% | -50.3% | +54.3% | +3.1% |
| 30D | +10.9% | -79.8% | +90.7% | +9.1% |
| 3M | -0.2% | -85.9% | +85.7% | -1.9% |
| 6M | -4.7% | -95.7% | +90.9% | -6.3% |
| All | -4.3% | -89.3% | +85.0% | -5.6% |
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