-4.3%
CMS vs AAOX
-93.2%
+88.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +1.5% |
| 7D | +1.7% | -3.6% | +5.4% | +1.8% |
| 30D | +6.2% | -72.9% | +79.1% | +4.8% |
| 3M | +0.6% | -90.7% | +91.3% | -1.4% |
| 6M | -1.8% | -98.2% | +96.4% | -3.7% |
| All | -4.3% | -93.2% | +88.9% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling