+18.9%
NET vs AAOX
-96.3%
+115.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.0% | +12.4% | -1.6% |
| 7D | -16.4% | -50.3% | +33.9% | -12.9% |
| 30D | -25.8% | -79.8% | +54.0% | -20.0% |
| 3M | -11.5% | -85.9% | +74.4% | -4.1% |
| 6M | +18.9% | -95.7% | +114.6% | +31.6% |
| All | +18.9% | -96.3% | +115.3% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling