+1.9%
EFX vs AAOX
-52.8%
+54.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.2% | -14.2% | -2.6% |
| 7D | -7.8% | +15.2% | -23.0% | -7.2% |
| 30D | -5.7% | -40.3% | +34.6% | -6.7% |
| 3M | +2.5% | -81.2% | +83.7% | +2.6% |
| All | +1.9% | -52.8% | +54.7% | +2.9% |
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 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