+23.1%
MSCI vs AAOX
-93.5%
+116.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.9% | +16.5% | +1.2% |
| 7D | +2.7% | -48.3% | +51.0% | +1.3% |
| 30D | +16.2% | -84.3% | +100.6% | +11.7% |
| 3M | +17.1% | -91.4% | +108.5% | +11.7% |
| 6M | +13.0% | -96.3% | +109.3% | +9.6% |
| All | +23.1% | -93.5% | +116.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling