-95.0%
AAOX vs BURL
-22.6%
-72.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.6% | -7.5% | -12.2% |
| 7D | -3.6% | -1.6% | -2.1% | -4.3% |
| 30D | -72.9% | -7.7% | -65.2% | -73.5% |
| 3M | -90.7% | -31.7% | -59.1% | -93.2% |
| 6M | -98.2% | -15.2% | -83.0% | -98.4% |
| All | -95.0% | -22.6% | -72.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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