-65.3%
AAOX vs FFIV
+35.8%
-101.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.2% | +11.4% | +11.7% |
| 7D | +15.2% | -1.5% | +16.8% | +19.5% |
| 30D | -40.3% | -2.7% | -37.7% | -37.6% |
| 3M | -81.2% | -1.7% | -79.5% | -78.0% |
| All | -65.3% | +35.8% | -101.1% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling