-68.8%
AAOX vs EFV
+18.6%
-87.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +11.1% |
| 7D | -2.5% | +1.5% | -4.0% | -9.2% |
| 30D | -41.1% | +1.7% | -42.8% | -45.5% |
| 3M | -84.7% | +8.6% | -93.3% | -88.6% |
| All | -68.8% | +18.6% | -87.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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 · Available span rolling