+8.6%
NDAQ vs AAOX
-58.1%
+66.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -0.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.9% |
| 30D | -4.7% | -49.0% | +44.3% | -5.2% |
| 3M | +5.5% | -77.3% | +82.8% | +5.9% |
| All | +8.6% | -58.1% | +66.7% | +8.8% |
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 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 · Available span rolling