+471.9%
BAC vs AAOI
+1,015.5%
-543.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.8% |
| 7D | +1.2% | +7.9% | -6.7% | +0.6% |
| 30D | -0.7% | -17.8% | +17.0% | +0.2% |
| 3M | +16.9% | -43.3% | +60.2% | +19.4% |
| 6M | +29.6% | +16.7% | +12.9% | +23.5% |
| YTD | +15.3% | +220.0% | -204.7% | -0.2% |
| 1Y | +28.8% | +372.1% | -343.2% | +6.5% |
| 3Y | +136.4% | +845.3% | -708.9% | +67.2% |
| 5Y | +72.9% | +1,333.8% | -1,260.9% | +7.4% |
| 10Y | +391.8% | +457.2% | -65.4% | +184.3% |
| All | +471.9% | +1,015.5% | -543.6% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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