-56.3%
PL vs AAOX
-92.4%
+36.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -11.0% | +7.9% | -1.4% |
| 7D | +22.3% | +22.0% | +0.2% | +17.6% |
| 30D | -8.3% | -76.8% | +68.5% | +8.7% |
| 3M | -43.3% | -90.7% | +47.5% | -26.8% |
| 6M | -65.8% | -97.2% | +31.4% | -53.2% |
| All | -56.3% | -92.4% | +36.1% | -53.1% |
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 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 · 6 months rolling