+26.0%
TOST vs AAOX
-92.4%
+118.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.0% | +9.3% | -1.8% |
| 7D | -4.7% | +22.0% | -26.7% | -4.3% |
| 30D | +8.5% | -76.8% | +85.3% | +7.5% |
| 3M | -1.6% | -90.7% | +89.2% | -3.1% |
| 6M | +44.1% | -97.2% | +141.3% | +41.4% |
| All | +26.0% | -92.4% | +118.4% | +22.5% |
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