-92.1%
AAOX vs RJF
+17.8%
-110.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +4.3% | -19.3% | -10.1% |
| 7D | -50.3% | +7.2% | -57.4% | -45.6% |
| 30D | -79.8% | +4.9% | -84.7% | -78.0% |
| 3M | -85.9% | -5.5% | -80.4% | -86.0% |
| 6M | -95.7% | +8.0% | -103.6% | -94.9% |
| All | -92.1% | +17.8% | -110.0% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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