-65.3%
AAOX vs BNS
+38.3%
-103.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.2% | +13.3% |
| 7D | +15.2% | +1.8% | +13.4% | +9.1% |
| 30D | -40.3% | +4.5% | -44.8% | -44.2% |
| 3M | -81.2% | +15.8% | -96.9% | -85.0% |
| All | -65.3% | +38.3% | -103.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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 · Available span rolling