+58.6%
LLY vs AAOX
-92.4%
+151.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.0% | +10.3% | -0.8% |
| 7D | +4.6% | +22.0% | -17.4% | +4.8% |
| 30D | +22.4% | -76.8% | +99.2% | +20.8% |
| 3M | +17.1% | -90.7% | +107.9% | +15.2% |
| 6M | +44.6% | -97.2% | +141.8% | +44.9% |
| All | +58.6% | -92.4% | +151.0% | +58.6% |
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