+8.2%
F vs AAOX
-92.4%
+100.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.9% | -8.3% | +0.6% |
| 7D | -0.6% | -35.9% | +35.2% | -0.6% |
| 30D | +2.9% | -81.6% | +84.5% | +3.3% |
| 3M | -9.5% | -90.3% | +80.9% | -9.0% |
| 6M | +4.0% | -95.7% | +99.7% | +7.2% |
| All | +8.2% | -92.4% | +100.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling