-70.2%
AAOX vs EL
+25.8%
-96.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.3% | -6.2% | -9.5% |
| 7D | +5.4% | -4.4% | +9.8% | +3.1% |
| 30D | -47.7% | +10.3% | -58.0% | -43.5% |
| 3M | -78.6% | +13.4% | -92.0% | -76.0% |
| All | -70.2% | +25.8% | -96.0% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · Available span rolling