-70.2%
AAOX vs ESI
+6.6%
-76.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.5% | -4.0% | +3.8% |
| 7D | +5.4% | -2.3% | +7.7% | +13.1% |
| 30D | -47.7% | -9.0% | -38.7% | -28.4% |
| 3M | -78.6% | -13.3% | -65.4% | -59.8% |
| All | -70.2% | +6.6% | -76.8% | -58.3% |
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