-5.1%
CMS vs AAOX
-93.5%
+88.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.9% | +15.2% | +0.1% |
| 7D | +0.5% | -48.3% | +48.8% | -0.3% |
| 30D | +7.4% | -84.3% | +91.8% | +5.4% |
| 3M | +1.9% | -91.4% | +93.3% | -0.4% |
| 6M | -2.3% | -96.3% | +94.0% | -4.4% |
| All | -5.1% | -93.5% | +88.4% | -7.0% |
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 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