-30.3%
FIX vs AAOX
-93.0%
+62.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.6% | -7.1% | +3.7% |
| 7D | -17.5% | -52.9% | +35.4% | -9.9% |
| 30D | -41.6% | -86.9% | +45.4% | -27.4% |
| 3M | -40.6% | -89.6% | +49.1% | -26.2% |
| 6M | -49.4% | -97.3% | +47.9% | -35.8% |
| All | -30.3% | -93.0% | +62.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling