-68.8%
AAOX vs ESTC
+76.6%
-145.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.5% | +15.0% | +8.7% |
| 7D | -2.5% | -8.1% | +5.6% | -5.4% |
| 30D | -41.1% | +31.7% | -72.8% | -34.0% |
| 3M | -84.7% | +41.1% | -125.7% | -83.0% |
| All | -68.8% | +76.6% | -145.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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