+12.0%
ED vs AAOX
-93.2%
+105.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.8% | +12.2% | +1.1% |
| 7D | +2.1% | -3.4% | +5.4% | +2.1% |
| 30D | +10.4% | -72.8% | +83.2% | +8.3% |
| 3M | +12.5% | -90.7% | +103.2% | +9.2% |
| 6M | +14.9% | -98.2% | +113.1% | +11.0% |
| All | +12.0% | -93.2% | +105.2% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling