-65.3%
AAOX vs EL
+32.6%
-97.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.1% | +13.3% | +10.2% |
| 7D | +15.2% | +1.7% | +13.5% | +16.1% |
| 30D | -40.3% | +15.5% | -55.8% | -33.9% |
| 3M | -81.2% | +20.6% | -101.7% | -78.1% |
| All | -65.3% | +32.6% | -97.9% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling