+416.0%
AAOI vs AA
+122.9%
+293.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -3.4% | +3.3% | +1.3% |
| 30D | -23.7% | -5.8% | -17.9% | -21.6% |
| 3M | -39.0% | -29.9% | -9.1% | -29.6% |
| 6M | -17.0% | -27.0% | +10.0% | -7.0% |
| YTD | +202.2% | -8.7% | +210.9% | +209.3% |
| 1Y | +292.4% | +50.6% | +241.8% | +232.0% |
| 3Y | +804.4% | +74.1% | +730.3% | +625.7% |
| 5Y | +1,318.0% | +2.6% | +1,315.4% | +1,125.5% |
| All | +416.0% | +122.9% | +293.1% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling