-95.0%
AAOX vs EAT
+36.2%
-131.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.4% | -11.2% | -10.9% |
| 7D | -3.4% | -4.0% | +0.6% | -2.9% |
| 30D | -72.8% | -2.9% | -69.9% | -72.7% |
| 3M | -90.7% | -16.9% | -73.8% | -90.7% |
| 6M | -98.2% | +57.0% | -155.1% | -98.4% |
| All | -95.0% | +36.2% | -131.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling