-95.2%
AAOX vs ES
+6.4%
-101.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.2% | -15.1% | -14.4% |
| 7D | -48.3% | +0.9% | -49.1% | -45.1% |
| 30D | -84.3% | +5.9% | -90.3% | -80.9% |
| 3M | -91.4% | -1.0% | -90.4% | -90.6% |
| 6M | -96.3% | +7.2% | -103.5% | -96.0% |
| All | -95.2% | +6.4% | -101.6% | -93.9% |
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 · 6 months rolling