-20.5%
TPR vs AAOX
-55.7%
+35.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | -3.3% |
| 7D | -7.3% | +8.3% | -15.7% | -7.3% |
| 30D | -30.7% | -41.8% | +11.1% | -30.6% |
| 3M | -21.6% | -73.3% | +51.6% | -21.3% |
| All | -20.5% | -55.7% | +35.2% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling