-94.4%
AAOX vs BBWI
+17.4%
-111.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.9% | -8.1% | -11.7% |
| 7D | +22.0% | -4.5% | +26.5% | +20.6% |
| 30D | -76.8% | +17.1% | -93.9% | -75.3% |
| 3M | -90.7% | +17.5% | -108.2% | -90.1% |
| 6M | -97.2% | +12.8% | -110.0% | -97.1% |
| All | -94.4% | +17.4% | -111.8% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling