-3.8%
SE vs AAOX
-93.2%
+89.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.8% | +12.0% | +1.4% |
| 7D | -0.5% | -3.4% | +2.9% | -0.6% |
| 30D | -20.9% | -72.8% | +51.9% | -18.9% |
| 3M | -38.9% | -90.7% | +51.8% | -36.2% |
| 6M | -19.4% | -98.2% | +78.8% | -13.9% |
| All | -3.8% | -93.2% | +89.5% | -0.9% |
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 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