-1.8%
PPL vs AAOX
-93.0%
+91.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.6% | -13.1% | -0.4% |
| 7D | +0.4% | -52.9% | +53.3% | -0.1% |
| 30D | +5.4% | -86.9% | +92.4% | +4.1% |
| 3M | +4.3% | -89.6% | +93.9% | +3.0% |
| 6M | -1.3% | -97.3% | +96.0% | -3.1% |
| All | -1.8% | -93.0% | +91.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling