-15.4%
GLD vs AAOI
+17.2%
-32.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -1.9% |
| 7D | +0.7% | +7.9% | -7.1% | +0.5% |
| 30D | +0.3% | -17.8% | +18.1% | +0.8% |
| 3M | +0.6% | -43.3% | +43.9% | +1.4% |
| All | -15.4% | +17.2% | -32.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 6mo: compounded portfolio wealth divided by compounded AAOI 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…
6mo analysis · Full analysis span regression · 6 months rolling