-8.1%
T vs AAOX
-97.9%
+89.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.8% | +10.8% | -0.3% |
| 7D | +2.5% | -3.4% | +5.9% | +2.6% |
| 30D | -3.8% | -72.8% | +69.1% | -6.9% |
| 3M | -8.7% | -90.7% | +81.9% | -13.4% |
| 6M | -8.1% | -98.2% | +90.1% | -13.2% |
| All | -8.1% | -97.9% | +89.8% | -13.2% |
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