-27.9%
FICO vs AAOX
-92.4%
+64.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.0% | +9.4% | -2.3% |
| 7D | +1.4% | +22.0% | -20.6% | +3.2% |
| 30D | -0.8% | -76.8% | +76.0% | -7.4% |
| 3M | -31.3% | -90.7% | +59.4% | -37.8% |
| 6M | -33.9% | -97.2% | +63.3% | -37.6% |
| All | -27.9% | -92.4% | +64.5% | -29.2% |
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