-67.5%
AAOX vs EFV
+16.7%
-84.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -2.4% |
| 7D | +8.3% | -0.5% | +8.9% | +9.7% |
| 30D | -41.8% | 0.0% | -41.8% | -42.4% |
| 3M | -73.3% | +8.4% | -81.7% | -80.5% |
| All | -67.5% | +16.7% | -84.2% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling