-92.1%
AAOX vs EME
-14.2%
-77.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -9.6% | -5.3% | +10.2% |
| 7D | -50.3% | -5.8% | -44.5% | -42.2% |
| 30D | -79.8% | -17.9% | -61.9% | -63.2% |
| 3M | -85.9% | -22.0% | -63.9% | -68.1% |
| 6M | -95.7% | -29.7% | -66.0% | -84.7% |
| All | -92.1% | -14.2% | -77.9% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling