+18.2%
EWY vs AAOX
-89.3%
+107.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.0% | +13.1% | +0.1% |
| 7D | -8.3% | -50.3% | +42.0% | -0.2% |
| 30D | -20.5% | -79.8% | +59.3% | -4.9% |
| 3M | -11.1% | -85.9% | +74.8% | +8.0% |
| 6M | -7.0% | -95.7% | +88.7% | +16.1% |
| All | +18.2% | -89.3% | +107.4% | +37.0% |
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