-70.2%
AAOX vs FFIV
+38.9%
-109.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.5% | -7.0% | -4.8% |
| 7D | +5.4% | +1.6% | +3.8% | +0.3% |
| 30D | -47.7% | -3.7% | -44.0% | -43.2% |
| 3M | -78.6% | +2.0% | -80.6% | -77.3% |
| All | -70.2% | +38.9% | -109.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling