+14.0%
IT vs AAOX
-52.8%
+66.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +11.2% | -18.6% | -7.0% |
| 7D | -9.1% | +15.2% | -24.3% | -8.5% |
| 30D | -7.0% | -40.3% | +33.3% | -7.9% |
| 3M | +7.6% | -81.2% | +88.8% | +7.5% |
| All | +14.0% | -52.8% | +66.8% | +18.7% |
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 · Available span rolling