+10.1%
KEY vs AAOX
-92.4%
+102.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.9% | -6.3% | +2.7% |
| 7D | -0.4% | -35.9% | +35.5% | -0.3% |
| 30D | +7.2% | -81.6% | +88.8% | +7.4% |
| 3M | -4.9% | -90.3% | +85.4% | -4.7% |
| 6M | +1.1% | -95.7% | +96.7% | +0.5% |
| All | +10.1% | -92.4% | +102.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling