+27.8%
CSCO vs AAOX
-92.4%
+120.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.0% | +12.2% | +1.9% |
| 7D | +6.6% | +22.0% | -15.4% | +4.8% |
| 30D | -11.3% | -76.8% | +65.5% | -5.4% |
| 3M | -17.3% | -90.7% | +73.4% | -9.0% |
| 6M | +3.5% | -97.2% | +100.7% | +14.6% |
| All | +27.8% | -92.4% | +120.2% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling