+47.9%
W vs AAOX
-92.4%
+140.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.0% | +8.4% | -2.1% |
| 7D | -1.7% | +22.0% | -23.7% | -2.7% |
| 30D | +3.2% | -76.8% | +80.1% | +7.7% |
| 3M | +8.3% | -90.7% | +99.0% | +15.3% |
| 6M | +84.3% | -97.2% | +181.5% | +91.9% |
| All | +47.9% | -92.4% | +140.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling