-49.9%
FIX vs AAOX
-96.2%
+46.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.6% | -7.1% | +3.4% |
| 7D | -17.5% | -52.9% | +35.4% | -8.5% |
| 30D | -41.6% | -86.9% | +45.4% | -24.5% |
| 3M | -40.6% | -89.6% | +49.1% | -23.3% |
| All | -49.9% | -96.2% | +46.3% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling