-95.0%
AAOX vs FFIV
+7.8%
-102.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.1% | -6.3% |
| 7D | -3.4% | -0.5% | -2.8% | -1.3% |
| 30D | -72.8% | -32.4% | -40.4% | -51.0% |
| 3M | -90.7% | -25.7% | -65.0% | -86.1% |
| 6M | -98.2% | -13.5% | -84.7% | -97.6% |
| All | -95.0% | +7.8% | -102.8% | -95.6% |
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 · 6 months rolling