+9.9%
GS vs AAOX
-93.5%
+103.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.9% | +15.3% | +1.2% |
| 7D | +1.6% | -48.3% | +49.9% | +4.2% |
| 30D | +1.7% | -84.3% | +86.0% | +9.3% |
| 3M | -11.6% | -91.4% | +79.9% | -3.8% |
| 6M | -1.9% | -96.3% | +94.4% | +5.7% |
| All | +9.9% | -93.5% | +103.4% | +16.3% |
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