-95.0%
AAOX vs EL
+45.7%
-140.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.1% | -12.2% | -10.7% |
| 7D | -3.6% | +1.5% | -5.2% | -3.2% |
| 30D | -72.9% | +10.0% | -82.9% | -71.6% |
| 3M | -90.7% | +28.4% | -119.1% | -89.2% |
| 6M | -98.2% | +37.1% | -135.2% | -97.8% |
| All | -95.0% | +45.7% | -140.8% | -94.5% |
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 · 6 months rolling