-94.4%
AAOX vs BURL
-18.0%
-76.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.2% | +4.7% | +10.7% |
| 7D | -35.9% | +7.7% | -43.6% | -33.3% |
| 30D | -81.6% | -7.1% | -74.5% | -82.0% |
| 3M | -90.3% | -30.3% | -60.0% | -93.0% |
| 6M | -95.7% | -15.5% | -80.1% | -96.0% |
| All | -94.4% | -18.0% | -76.3% | -93.7% |
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