-95.2%
AAOX vs FGI
+119.6%
-214.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.1% | -14.7% | -14.9% |
| 7D | -48.3% | -4.1% | -44.2% | -48.3% |
| 30D | -84.3% | -3.4% | -81.0% | -84.3% |
| 3M | -91.4% | +61.8% | -153.2% | -91.6% |
| 6M | -96.3% | +17.0% | -113.4% | -96.3% |
| All | -95.2% | +119.6% | -214.9% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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