+100.9%
AAOI vs AEP
+10.7%
+90.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.9% | -7.4% |
| 7D | -27.9% | +0.8% | -28.7% | -27.8% |
| 30D | -51.2% | +7.9% | -59.2% | -51.5% |
| 3M | -55.0% | +1.5% | -56.4% | -55.0% |
| 6M | -65.7% | -2.6% | -63.1% | -65.3% |
| YTD | +70.0% | +14.7% | +55.4% | +66.3% |
| 1Y | +100.9% | +10.8% | +90.2% | +101.0% |
| All | +100.9% | +10.7% | +90.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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