+28.1%
CCEP vs AAOX
-92.4%
+120.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.0% | +10.2% | -1.1% |
| 7D | -0.3% | +22.0% | -22.3% | +0.3% |
| 30D | +11.0% | -76.8% | +87.8% | +8.5% |
| 3M | +9.2% | -90.7% | +99.9% | +5.8% |
| 6M | +27.2% | -97.2% | +124.4% | +23.4% |
| All | +28.1% | -92.4% | +120.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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