-70.2%
AAOX vs EME
+0.3%
-70.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.8% | -7.7% | -6.5% |
| 7D | +5.4% | +0.9% | +4.5% | +4.0% |
| 30D | -47.7% | -8.4% | -39.4% | -30.9% |
| 3M | -78.6% | -3.6% | -75.0% | -68.5% |
| All | -70.2% | +0.3% | -70.6% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling