+14.0%
SW vs AAOX
-93.8%
+107.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -41.8% | +40.3% | -1.6% |
| 7D | +4.7% | -68.8% | +73.5% | +4.4% |
| 30D | +5.0% | -89.7% | +94.7% | +5.0% |
| 3M | -7.3% | -91.4% | +84.0% | -7.3% |
| 6M | +15.0% | -97.7% | +112.6% | +16.2% |
| All | +14.0% | -93.8% | +107.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling