+13.6%
XLP vs AAOX
-92.4%
+105.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.9% | -8.0% | +1.1% |
| 7D | +0.1% | -35.9% | +35.9% | -0.7% |
| 30D | +8.9% | -81.6% | +90.5% | +5.7% |
| 3M | +7.5% | -90.3% | +97.8% | +3.7% |
| 6M | +9.4% | -95.7% | +105.1% | +6.1% |
| All | +13.6% | -92.4% | +105.9% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling