-67.5%
AAOX vs RJF
+22.6%
-90.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.9% |
| 7D | +8.3% | -0.3% | +8.6% | +8.3% |
| 30D | -41.8% | -2.0% | -39.8% | -42.2% |
| 3M | -73.3% | +16.3% | -89.6% | -67.8% |
| All | -67.5% | +22.6% | -90.0% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling