+0.7%
TPR vs AAOX
-95.4%
+96.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +31.3% | -33.0% | -1.0% |
| 7D | +6.4% | -20.1% | +26.6% | +6.4% |
| 30D | +13.8% | -75.5% | +89.3% | +12.5% |
| 3M | -16.6% | -89.0% | +72.3% | -17.9% |
| 6M | +0.7% | -96.7% | +97.4% | -1.9% |
| All | +0.7% | -95.4% | +96.0% | -1.9% |
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 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