+11.8%
PR vs AAOX
-92.4%
+104.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -11.0% | +13.0% | +2.2% |
| 7D | +6.7% | +22.0% | -15.3% | +6.3% |
| 30D | -6.1% | -76.8% | +70.7% | -5.5% |
| 3M | +6.9% | -90.7% | +97.6% | +7.9% |
| 6M | +14.6% | -97.2% | +111.8% | +17.1% |
| All | +11.8% | -92.4% | +104.2% | +13.3% |
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 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