-65.3%
AAOX vs EFV
+17.8%
-83.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.7% | +11.9% | +14.1% |
| 7D | +15.2% | +1.0% | +14.2% | +9.1% |
| 30D | -40.3% | +0.2% | -40.5% | -41.3% |
| 3M | -81.2% | +9.6% | -90.8% | -87.0% |
| All | -65.3% | +17.8% | -83.1% | -78.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling