+16.6%
IR vs AAOX
-96.9%
+113.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.0% | +11.3% | +0.4% |
| 7D | +4.3% | +22.0% | -17.8% | +4.0% |
| 30D | +8.1% | -76.8% | +84.9% | +8.8% |
| 3M | +0.7% | -90.7% | +91.4% | +1.6% |
| 6M | +16.6% | -97.2% | +113.8% | +16.3% |
| All | +16.6% | -96.9% | +113.5% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling