+42.3%
CDW vs AAOX
-93.2%
+135.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.8% | +10.2% | -0.5% |
| 7D | +9.3% | -3.4% | +12.7% | +9.3% |
| 30D | +14.4% | -72.8% | +87.2% | +16.1% |
| 3M | +21.4% | -90.7% | +112.1% | +24.3% |
| 6M | +72.8% | -98.2% | +171.0% | +81.2% |
| All | +42.3% | -93.2% | +135.5% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling