-95.2%
AAOX vs BAH
+11.7%
-106.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.8% | -15.7% | -13.8% |
| 7D | -48.3% | +0.5% | -48.7% | -47.1% |
| 30D | -84.3% | +18.2% | -102.6% | -80.3% |
| 3M | -91.4% | +13.1% | -104.5% | -89.0% |
| 6M | -96.3% | +15.2% | -111.5% | -93.6% |
| All | -95.2% | +11.7% | -106.9% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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