+2.3%
EWY vs AAOX
-79.0%
+81.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -1.3% |
| 7D | +8.0% | +15.2% | -7.2% | +5.3% |
| 30D | +14.3% | -40.3% | +54.7% | +21.2% |
| 3M | +2.3% | -81.2% | +83.5% | +16.6% |
| All | +2.3% | -79.0% | +81.3% | +16.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling