+305.4%
MXL vs AAOX
-55.7%
+361.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.2% | +13.8% | +9.3% |
| 7D | +19.0% | +8.3% | +10.6% | +16.0% |
| 30D | +4.5% | -41.8% | +46.3% | +17.4% |
| 3M | -1.5% | -73.3% | +71.8% | +21.1% |
| All | +305.4% | -55.7% | +361.1% | +302.1% |
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