+6.6%
PFE vs AAOX
-55.7%
+62.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | -0.1% |
| 7D | -4.3% | +8.3% | -12.6% | -4.2% |
| 30D | +2.7% | -41.8% | +44.5% | +2.3% |
| 3M | +10.0% | -73.3% | +83.2% | +9.7% |
| All | +6.6% | -55.7% | +62.3% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling