-95.0%
AAOX vs FDS
+62.0%
-157.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.3% | -11.1% | -10.4% |
| 7D | -3.4% | +1.5% | -4.8% | -2.3% |
| 30D | -72.8% | +14.8% | -87.7% | -64.5% |
| 3M | -90.7% | +16.3% | -107.0% | -86.4% |
| 6M | -98.2% | +66.2% | -164.4% | -94.6% |
| All | -95.0% | +62.0% | -157.0% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling