-6.5%
T vs AAOI
+13.4%
-19.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.9% |
| 7D | -3.1% | +4.7% | -7.7% | -2.9% |
| 30D | +4.6% | -18.7% | +23.3% | +3.9% |
| 3M | +12.2% | -33.7% | +46.0% | +11.8% |
| 6M | -6.5% | -2.4% | -4.0% | -5.0% |
| All | -6.5% | +13.4% | -19.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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