+12.9%
SW vs AAOX
-93.0%
+105.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.6% | -13.5% | -0.9% |
| 7D | +2.3% | -52.9% | +55.2% | +2.2% |
| 30D | +6.8% | -86.9% | +93.7% | +6.8% |
| 3M | -5.2% | -89.6% | +84.5% | -5.2% |
| 6M | +7.4% | -97.3% | +104.7% | +8.6% |
| All | +12.9% | -93.0% | +105.9% | +10.7% |
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