+1,314.2%
AAOI vs AEM
+306.3%
+1,007.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.3% |
| 7D | -0.2% | -2.1% | +2.0% | +0.6% |
| 30D | -23.7% | +8.4% | -32.1% | -26.4% |
| 3M | -39.0% | +27.3% | -66.3% | -44.5% |
| 6M | -17.0% | -9.7% | -7.4% | -15.2% |
| YTD | +202.2% | +19.0% | +183.3% | +187.1% |
| 1Y | +292.4% | +31.5% | +260.9% | +264.3% |
| 3Y | +804.4% | +338.7% | +465.7% | +483.9% |
| All | +1,314.2% | +306.3% | +1,007.9% | +812.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 5y: compounded portfolio wealth divided by compounded AEM 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…
5y analysis · Full analysis span regression · 6 months rolling