-40.7%
MOD vs AAOX
-93.2%
+52.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -11.1% | +38.9% | +29.3% |
| 7D | +40.4% | -3.6% | +44.1% | +39.5% |
| 30D | -14.0% | -72.9% | +58.9% | -1.3% |
| 3M | -33.3% | -90.7% | +57.4% | -16.2% |
| 6M | -51.4% | -98.2% | +46.8% | -35.3% |
| All | -40.7% | -93.2% | +52.6% | -31.7% |
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 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