+13.2%
PR vs AAOX
-93.2%
+106.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.1% | +12.3% | +1.4% |
| 7D | +6.0% | -3.6% | +9.6% | +5.9% |
| 30D | -4.2% | -72.9% | +68.7% | -3.6% |
| 3M | +10.0% | -90.7% | +100.7% | +11.1% |
| 6M | +15.6% | -98.2% | +113.8% | +19.2% |
| All | +13.2% | -93.2% | +106.4% | +14.9% |
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