-4.1%
TLT vs AAOX
-97.9%
+93.7%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.4% | -0.5% |
| 7D | -3.1% | -3.4% | +0.3% | -3.1% |
| 30D | +1.0% | -72.8% | +73.9% | +0.8% |
| 3M | -2.7% | -90.7% | +88.0% | -3.1% |
| 6M | -4.1% | -98.2% | +94.0% | -4.8% |
| All | -4.1% | -97.9% | +93.7% | -4.8% |
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