-67.5%
AAOX vs IBN
+12.1%
-79.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.9% |
| 7D | +8.3% | -5.1% | +13.5% | +9.3% |
| 30D | -41.8% | -3.5% | -38.3% | -41.7% |
| 3M | -73.3% | +11.3% | -84.6% | -70.2% |
| All | -67.5% | +12.1% | -79.5% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling