+12.1%
IWM vs AAOX
-93.2%
+105.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.8% | +10.5% | 0.0% |
| 7D | +1.4% | -3.4% | +4.8% | +1.3% |
| 30D | +2.3% | -72.8% | +75.1% | +5.1% |
| 3M | -8.3% | -90.7% | +82.4% | -4.0% |
| 6M | -1.3% | -98.2% | +96.9% | +5.0% |
| All | +12.1% | -93.2% | +105.3% | +14.8% |
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