-2.5%
FE vs AAOX
-91.5%
+89.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +31.3% | -31.2% | +0.5% |
| 7D | -0.4% | -20.1% | +19.8% | -0.5% |
| 30D | +3.6% | -75.5% | +79.1% | +2.3% |
| 3M | +0.3% | -89.0% | +89.3% | -1.5% |
| 6M | +6.4% | -96.7% | +103.2% | +3.9% |
| All | -2.5% | -91.5% | +89.0% | -4.2% |
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