+1.8%
SLB vs AAOX
-92.4%
+94.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.0% | +10.9% | +0.2% |
| 7D | +2.6% | +22.0% | -19.5% | +1.9% |
| 30D | +4.4% | -76.8% | +81.2% | +6.8% |
| 3M | -2.7% | -90.7% | +88.0% | +0.7% |
| 6M | -7.5% | -97.2% | +89.7% | -3.0% |
| All | +1.8% | -92.4% | +94.2% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling