-11.7%
BA vs AAOX
-93.0%
+81.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.6% | -12.1% | +0.3% |
| 7D | +1.1% | -52.9% | +54.0% | +2.2% |
| 30D | -7.9% | -86.9% | +79.0% | -4.6% |
| 3M | -25.3% | -89.6% | +64.3% | -22.8% |
| 6M | -24.6% | -97.3% | +72.7% | -21.3% |
| All | -11.7% | -93.0% | +81.3% | -8.9% |
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