-12.0%
EWZ vs AAOX
-93.0%
+81.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | +0.6% |
| 7D | -1.5% | -52.9% | +51.4% | -1.0% |
| 30D | -24.5% | -86.9% | +62.4% | -23.0% |
| 3M | -10.7% | -89.6% | +79.0% | -9.0% |
| 6M | -19.1% | -97.3% | +78.2% | -17.6% |
| All | -12.0% | -93.0% | +81.0% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling