-67.5%
AAOX vs FFIV
+41.1%
-108.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.9% | -10.1% | -15.5% |
| 7D | +8.3% | +3.5% | +4.9% | -1.6% |
| 30D | -41.8% | -1.3% | -40.5% | -40.9% |
| 3M | -73.3% | +2.4% | -75.6% | -72.1% |
| All | -67.5% | +41.1% | -108.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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 · Available span rolling