-13.4%
LOW vs AAOX
-52.8%
+39.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -13.0% | -1.5% |
| 7D | +0.4% | +15.2% | -14.8% | +0.7% |
| 30D | -10.1% | -40.3% | +30.2% | -10.8% |
| 3M | -2.9% | -81.2% | +78.3% | -4.8% |
| All | -13.4% | -52.8% | +39.4% | -13.6% |
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 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 · Available span rolling