+121.2%
AAOI vs SW
+183.3%
-62.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | -16.6% | +1.8% | -18.5% | -16.9% |
| 30D | -52.5% | +7.0% | -59.5% | -53.2% |
| 3M | -61.6% | -7.6% | -53.9% | -61.1% |
| 6M | -65.0% | +8.5% | -73.6% | -66.0% |
| YTD | +49.5% | +17.7% | +31.8% | +41.0% |
| 1Y | +82.4% | +27.1% | +55.3% | +69.3% |
| 3Y | +433.8% | +48.2% | +385.6% | +400.0% |
| 5Y | +806.1% | -2.3% | +808.4% | +776.8% |
| 10Y | +121.2% | +183.3% | -62.1% | +141.8% |
| All | +121.2% | +183.3% | -62.1% | +141.8% |
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