-32.2%
FN vs AAOX
-57.5%
+25.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.4% | +1.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -22.0% | -41.1% | +19.1% | -15.5% |
| 3M | -43.0% | -84.7% | +41.7% | -30.2% |
| All | -32.2% | -57.5% | +25.3% | -35.7% |
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 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