-68.8%
AAOX vs USFR
+1.7%
-70.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +10.8% |
| 7D | -2.5% | +0.1% | -2.6% | -1.4% |
| 30D | -41.1% | +0.3% | -41.4% | -33.6% |
| 3M | -84.7% | +1.0% | -85.7% | -88.2% |
| All | -68.8% | +1.7% | -70.5% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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 · Available span rolling