+43.3%
CDW vs AAOX
-92.4%
+135.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.0% | +10.8% | 0.0% |
| 7D | +9.1% | +22.0% | -12.9% | +8.6% |
| 30D | +13.7% | -76.8% | +90.5% | +15.6% |
| 3M | +27.0% | -90.7% | +117.8% | +30.0% |
| 6M | +75.9% | -97.2% | +173.1% | +82.3% |
| All | +43.3% | -92.4% | +135.7% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling