-92.1%
AAOX vs ET
+5.9%
-98.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -3.5% | -11.5% | -12.2% |
| 7D | -50.3% | -6.0% | -44.2% | -47.5% |
| 30D | -79.8% | -6.1% | -73.8% | -78.6% |
| 3M | -85.9% | -2.7% | -83.2% | -84.9% |
| 6M | -95.7% | +0.2% | -95.9% | -95.1% |
| All | -92.1% | +5.9% | -98.1% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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