+937.0%
AAOI vs AEM
+803.1%
+133.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.8% |
| 7D | +2.9% | -5.0% | +7.9% | +3.8% |
| 30D | -23.1% | +8.5% | -31.6% | -24.4% |
| 3M | -41.0% | +29.3% | -70.3% | -43.7% |
| 6M | -14.3% | -12.9% | -1.3% | -12.7% |
| YTD | +196.3% | +16.8% | +179.5% | +190.4% |
| 1Y | +272.6% | +29.8% | +242.8% | +260.8% |
| 3Y | +775.3% | +336.7% | +438.6% | +622.5% |
| 5Y | +1,290.2% | +299.9% | +990.2% | +1,044.4% |
| 10Y | +426.2% | +362.2% | +64.0% | +324.5% |
| All | +937.0% | +803.1% | +133.9% | +735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling