+12.7%
EFA vs AAOX
-59.5%
+72.2%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.5% | +7.7% | -0.7% |
| 7D | -2.4% | +5.4% | -7.8% | -2.5% |
| 30D | -2.2% | -47.7% | +45.5% | -1.4% |
| 3M | +5.7% | -78.6% | +84.3% | +6.9% |
| All | +12.7% | -59.5% | +72.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling