-70.2%
AAOX vs EAT
+47.4%
-117.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.3% | -8.2% | -8.5% |
| 7D | +5.4% | -6.2% | +11.6% | +4.7% |
| 30D | -47.7% | -3.0% | -44.7% | -47.8% |
| 3M | -78.6% | +45.6% | -124.3% | -78.6% |
| All | -70.2% | +47.4% | -117.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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 · Available span rolling