-53.6%
MOD vs AAOX
-92.4%
+38.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.9% | +0.9% | +8.6% |
| 7D | -13.9% | -35.9% | +21.9% | -9.5% |
| 30D | -41.5% | -81.6% | +40.1% | -29.2% |
| 3M | -45.7% | -90.3% | +44.6% | -31.5% |
| 6M | -61.1% | -95.7% | +34.6% | -52.6% |
| All | -53.6% | -92.4% | +38.8% | -46.8% |
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 · 6 months rolling