+23.7%
RCL vs AAOX
-97.9%
+121.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.1% | +11.5% | +0.6% |
| 7D | -1.2% | -3.6% | +2.4% | -1.2% |
| 30D | +17.8% | -72.9% | +90.8% | +19.5% |
| 3M | +4.9% | -90.7% | +95.6% | +7.0% |
| 6M | +23.7% | -98.2% | +121.9% | +29.4% |
| All | +23.7% | -97.9% | +121.6% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling