-45.4%
FN vs AAOX
-93.2%
+47.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -10.8% | +3.5% | -5.0% |
| 7D | +0.3% | -3.4% | +3.6% | +0.2% |
| 30D | -16.5% | -72.8% | +56.3% | +4.5% |
| 3M | -42.1% | -90.7% | +48.6% | -15.0% |
| 6M | -52.9% | -98.2% | +45.3% | -20.1% |
| All | -45.4% | -93.2% | +47.8% | -30.3% |
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