-70.2%
AAOX vs TW
-17.2%
-53.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.5% | -8.0% | -9.1% |
| 7D | +5.4% | -2.7% | +8.1% | +1.7% |
| 30D | -47.7% | -1.7% | -46.0% | -48.8% |
| 3M | -78.6% | +1.6% | -80.2% | -76.6% |
| All | -70.2% | -17.2% | -53.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · Available span rolling