-92.1%
AAOX vs ES
+7.7%
-99.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +2.1% | -17.0% | -10.6% |
| 7D | -50.3% | +5.3% | -55.6% | -43.6% |
| 30D | -79.8% | +8.9% | -88.8% | -75.1% |
| 3M | -85.9% | -1.9% | -84.0% | -85.2% |
| 6M | -95.7% | +3.9% | -99.5% | -95.2% |
| All | -92.1% | +7.7% | -99.8% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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