-94.4%
AAOX vs FIVE
+10.3%
-104.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.6% | +3.3% | +12.2% |
| 7D | -35.9% | +6.2% | -42.0% | -33.7% |
| 30D | -81.6% | +18.2% | -99.8% | -79.2% |
| 3M | -90.3% | +3.8% | -94.2% | -89.8% |
| 6M | -95.7% | +13.7% | -109.4% | -94.6% |
| All | -94.4% | +10.3% | -104.6% | -92.8% |
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