-93.7%
AAOX vs BBWI
+21.0%
-114.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +0.3% | +31.0% | +31.4% |
| 7D | -20.1% | -7.7% | -12.4% | -22.4% |
| 30D | -75.5% | +24.8% | -100.3% | -73.5% |
| 3M | -89.0% | +16.2% | -105.2% | -88.3% |
| 6M | -96.7% | +15.8% | -112.6% | -96.6% |
| All | -93.7% | +21.0% | -114.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling