-10.7%
EWZ vs AAOX
-91.5%
+80.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +31.3% | -30.4% | +0.6% |
| 7D | +0.6% | -20.1% | +20.7% | +0.6% |
| 30D | -25.5% | -75.5% | +50.0% | -24.6% |
| 3M | -4.5% | -89.0% | +84.4% | -2.9% |
| 6M | -15.3% | -96.7% | +81.5% | -14.1% |
| All | -10.7% | -91.5% | +80.8% | -11.2% |
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 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 · 6 months rolling