-70.2%
AAOX vs EFV
+16.4%
-86.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.3% | -8.2% | -7.2% |
| 7D | +5.4% | -2.0% | +7.4% | +14.8% |
| 30D | -47.7% | -0.2% | -47.6% | -47.8% |
| 3M | -78.6% | +9.1% | -87.8% | -84.8% |
| All | -70.2% | +16.4% | -86.6% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling