+937.0%
AAOI vs AA
+163.2%
+773.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -2.4% |
| 7D | +2.9% | -5.4% | +8.3% | +5.2% |
| 30D | -23.1% | -10.7% | -12.4% | -19.4% |
| 3M | -41.0% | -26.2% | -14.8% | -33.5% |
| 6M | -14.3% | -20.9% | +6.7% | -7.0% |
| YTD | +196.3% | -8.6% | +204.9% | +203.1% |
| 1Y | +272.6% | +57.4% | +215.2% | +210.4% |
| 3Y | +775.3% | +77.8% | +697.5% | +599.9% |
| 5Y | +1,290.2% | +2.7% | +1,287.5% | +1,106.4% |
| 10Y | +426.2% | +121.2% | +305.0% | +186.6% |
| All | +937.0% | +163.2% | +773.8% | +497.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling