-73.3%
AAOX vs ET
+14.2%
-87.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -3.6% |
| 7D | +8.3% | +0.6% | +7.7% | +10.6% |
| 30D | -41.8% | +5.3% | -47.1% | -28.7% |
| 3M | -73.3% | +15.6% | -88.9% | -38.5% |
| All | -73.3% | +14.2% | -87.5% | -38.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling