-18.9%
FIS vs AAOX
-52.8%
+33.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +11.2% | -17.1% | -5.5% |
| 7D | -3.5% | +15.2% | -18.7% | -2.9% |
| 30D | -7.8% | -40.3% | +32.5% | -8.6% |
| 3M | +0.8% | -81.2% | +82.0% | +1.2% |
| All | -18.9% | -52.8% | +33.9% | -18.9% |
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 · Available span rolling