+3.6%
XLE vs AAOX
-93.5%
+97.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.9% | +15.3% | +0.5% |
| 7D | -6.7% | -48.3% | +41.6% | -6.7% |
| 30D | -4.4% | -84.3% | +79.9% | -4.6% |
| 3M | +4.0% | -91.4% | +95.4% | +3.7% |
| 6M | +13.2% | -96.3% | +109.5% | +12.7% |
| All | +3.6% | -93.5% | +97.1% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling