-22.0%
TER vs AAOX
-93.2%
+71.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -10.8% | +5.4% | -3.4% |
| 7D | +14.4% | -3.4% | +17.7% | +14.2% |
| 30D | -30.6% | -72.8% | +42.3% | -16.6% |
| 3M | -39.2% | -90.7% | +51.5% | -17.5% |
| 6M | -31.3% | -98.2% | +66.9% | +0.3% |
| All | -22.0% | -93.2% | +71.2% | -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 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