-92.1%
AAOX vs IFF
+32.3%
-124.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -4.9% | -10.1% | -19.6% |
| 7D | -50.3% | -3.3% | -47.0% | -51.5% |
| 30D | -79.8% | +5.3% | -85.1% | -78.5% |
| 3M | -85.9% | +8.9% | -94.8% | -84.4% |
| 6M | -95.7% | +26.3% | -122.0% | -94.6% |
| All | -92.1% | +32.3% | -124.5% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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