-27.5%
TER vs AAOX
-95.4%
+67.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +31.3% | -23.0% | +1.6% |
| 7D | +5.9% | -20.1% | +26.0% | +8.3% |
| 30D | -30.8% | -75.5% | +44.7% | -12.9% |
| 3M | -29.9% | -89.0% | +59.0% | -2.9% |
| 6M | -27.5% | -96.7% | +69.3% | +3.7% |
| All | -27.5% | -95.4% | +67.9% | +3.7% |
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