+17.6%
ECL vs AAOX
-93.2%
+110.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.8% | +12.4% | +1.4% |
| 7D | +2.9% | -3.4% | +6.2% | +2.9% |
| 30D | +7.5% | -72.8% | +80.3% | +5.7% |
| 3M | +12.2% | -90.7% | +102.9% | +9.0% |
| 6M | +24.6% | -98.2% | +122.7% | +21.1% |
| All | +17.6% | -93.2% | +110.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 10y: compounded portfolio wealth divided by compounded AAOX 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…
10y analysis · Full analysis span regression · 6 months rolling