+0.9%
IP vs AAOX
-92.4%
+93.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.9% | -6.0% | +3.0% |
| 7D | -3.0% | -35.9% | +32.8% | -3.4% |
| 30D | +10.6% | -81.6% | +92.2% | +8.6% |
| 3M | -13.6% | -90.3% | +76.8% | -15.5% |
| 6M | +10.4% | -95.7% | +106.1% | +7.8% |
| All | +0.9% | -92.4% | +93.3% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling