-65.3%
AAOX vs ES
+8.0%
-73.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.6% | +10.6% | +12.3% |
| 7D | +15.2% | +1.4% | +13.8% | +18.2% |
| 30D | -40.3% | -1.2% | -39.2% | -40.6% |
| 3M | -81.2% | +5.0% | -86.1% | -79.7% |
| All | -65.3% | +8.0% | -73.3% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling