-94.4%
AAOX vs IVZ
+23.3%
-117.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.5% | -9.8% |
| 7D | +22.0% | +5.1% | +16.9% | +9.2% |
| 30D | -76.8% | -1.6% | -75.3% | -73.1% |
| 3M | -90.7% | -9.1% | -81.6% | -87.6% |
| 6M | -97.2% | +1.8% | -99.0% | -96.6% |
| All | -94.4% | +23.3% | -117.7% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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 · 6 months rolling