-60.6%
PL vs AAOX
-93.0%
+32.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.6% | -2.2% | +8.4% |
| 7D | -6.8% | -52.9% | +46.1% | +2.5% |
| 30D | -29.3% | -86.9% | +57.6% | -8.9% |
| 3M | -44.8% | -89.6% | +44.9% | -29.2% |
| 6M | -68.4% | -97.3% | +28.9% | -56.4% |
| All | -60.6% | -93.0% | +32.4% | -56.8% |
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 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