+60.6%
LLY vs AAOX
-93.2%
+153.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.8% | +12.1% | +1.2% |
| 7D | +6.7% | -3.4% | +10.1% | +6.8% |
| 30D | +19.6% | -72.8% | +92.4% | +18.2% |
| 3M | +19.7% | -90.7% | +110.4% | +17.6% |
| 6M | +42.7% | -98.2% | +140.9% | +44.1% |
| All | +60.6% | -93.2% | +153.8% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling