-68.8%
AAOX vs ESI
+12.3%
-81.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.9% | +7.6% | +2.5% |
| 7D | -2.5% | +3.3% | -5.8% | -10.7% |
| 30D | -41.1% | -5.9% | -35.2% | -27.2% |
| 3M | -84.7% | -14.1% | -70.6% | -71.8% |
| All | -68.8% | +12.3% | -81.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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 · Available span rolling