+15.1%
RF vs AAOX
-92.4%
+107.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.9% | -6.7% | +2.2% |
| 7D | -0.1% | -35.9% | +35.7% | -0.4% |
| 30D | +7.0% | -81.6% | +88.6% | +5.9% |
| 3M | -7.0% | -90.3% | +83.3% | -8.2% |
| 6M | +6.8% | -95.7% | +102.5% | +5.9% |
| All | +15.1% | -92.4% | +107.4% | +14.3% |
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