-65.3%
AAOX vs RJF
+23.3%
-88.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.1% | +10.0% |
| 7D | +15.2% | +1.8% | +13.5% | +17.7% |
| 30D | -40.3% | 0.0% | -40.3% | -39.5% |
| 3M | -81.2% | +18.0% | -99.1% | -77.1% |
| All | -65.3% | +23.3% | -88.6% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling