-92.1%
AAOX vs FIVE
+9.5%
-101.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +6.7% | -21.7% | -9.5% |
| 7D | -50.3% | +7.5% | -57.8% | -46.8% |
| 30D | -79.8% | +16.7% | -96.5% | -76.6% |
| 3M | -85.9% | +13.4% | -99.3% | -83.5% |
| 6M | -95.7% | +9.0% | -104.7% | -94.2% |
| All | -92.1% | +9.5% | -101.6% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling