+29.6%
NDAQ vs AAOX
-93.2%
+122.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.1% | +10.9% | -0.3% |
| 7D | +1.3% | -3.6% | +4.9% | +1.3% |
| 30D | +18.0% | -72.9% | +90.9% | +16.4% |
| 3M | +11.5% | -90.7% | +102.2% | +9.2% |
| 6M | +21.1% | -98.2% | +119.3% | +19.6% |
| All | +29.6% | -93.2% | +122.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling