-64.8%
MOD vs AAOX
-97.6%
+32.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.6% | -6.9% | +3.9% |
| 7D | -25.5% | -52.9% | +27.3% | -18.3% |
| 30D | -49.0% | -86.9% | +37.9% | -35.5% |
| 3M | -49.8% | -89.6% | +39.8% | -36.7% |
| 6M | -64.8% | -97.3% | +32.5% | -55.2% |
| All | -64.8% | -97.6% | +32.8% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling