-41.1%
FN vs AAOX
-92.4%
+51.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.0% | +6.9% | -1.7% |
| 7D | +20.8% | +22.0% | -1.2% | +14.9% |
| 30D | -17.3% | -76.8% | +59.5% | +6.1% |
| 3M | -38.1% | -90.7% | +52.6% | -9.6% |
| 6M | -44.2% | -97.2% | +53.0% | -13.5% |
| All | -41.1% | -92.4% | +51.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling