+12.4%
CFG vs AAOX
-92.4%
+104.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.0% | +10.2% | -0.8% |
| 7D | +1.6% | +22.0% | -20.4% | +1.6% |
| 30D | +3.3% | -76.8% | +80.1% | +3.1% |
| 3M | -11.5% | -90.7% | +79.2% | -11.8% |
| 6M | +6.2% | -97.2% | +103.4% | +5.1% |
| All | +12.4% | -92.4% | +104.8% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling