-92.1%
AAOX vs ESI
+4.3%
-96.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -4.6% | -10.3% | -2.3% |
| 7D | -50.3% | -6.6% | -43.7% | -38.0% |
| 30D | -79.8% | -10.9% | -68.9% | -69.3% |
| 3M | -85.9% | -13.8% | -72.1% | -75.3% |
| 6M | -95.7% | -21.5% | -74.1% | -88.2% |
| All | -92.1% | +4.3% | -96.4% | -87.0% |
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 · 6 months rolling