+457.2%
AAOI vs SW
+139.3%
+317.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +6.4% |
| 7D | +7.9% | -2.6% | +10.5% | +8.4% |
| 30D | -17.8% | -7.5% | -10.3% | -16.6% |
| 3M | -43.3% | +10.3% | -53.6% | -44.8% |
| 6M | +16.7% | +5.4% | +11.3% | +14.5% |
| YTD | +220.0% | +17.9% | +202.1% | +203.2% |
| 1Y | +372.1% | -2.4% | +374.5% | +365.1% |
| 3Y | +845.3% | +28.7% | +816.6% | +801.8% |
| 5Y | +1,333.8% | -5.7% | +1,339.5% | +1,295.9% |
| 10Y | +457.2% | +139.3% | +317.9% | +461.6% |
| All | +457.2% | +139.3% | +317.9% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling