-65.3%
AAOX vs ESTC
+70.0%
-135.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.7% | +14.9% | +9.6% |
| 7D | +15.2% | -4.3% | +19.5% | +13.7% |
| 30D | -40.3% | +17.7% | -58.1% | -35.0% |
| 3M | -81.2% | +42.3% | -123.4% | -78.1% |
| All | -65.3% | +70.0% | -135.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling