-27.3%
FICO vs AAOX
-92.4%
+65.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.9% | -6.2% | +3.3% |
| 7D | -0.1% | -35.9% | +35.8% | -2.1% |
| 30D | +8.4% | -81.6% | +90.0% | -0.5% |
| 3M | -30.5% | -90.3% | +59.8% | -37.1% |
| 6M | -35.7% | -95.7% | +60.0% | -38.3% |
| All | -27.3% | -92.4% | +65.1% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling