-70.2%
AAOX vs IBN
+11.4%
-81.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.6% | -7.9% | -8.4% |
| 7D | +5.4% | -5.5% | +10.9% | +6.4% |
| 30D | -47.7% | -3.4% | -44.3% | -47.6% |
| 3M | -78.6% | +8.7% | -87.3% | -76.3% |
| All | -70.2% | +11.4% | -81.6% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · Available span rolling