+416.0%
AAOI vs AEP
+174.9%
+241.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | -23.7% | -1.1% | -22.6% | -23.7% |
| 3M | -39.0% | -3.3% | -35.7% | -39.1% |
| 6M | -17.0% | -4.6% | -12.4% | -17.2% |
| YTD | +202.2% | +9.4% | +192.8% | +202.9% |
| 1Y | +292.4% | +16.9% | +275.5% | +294.2% |
| 3Y | +804.4% | +76.6% | +727.7% | +776.8% |
| 5Y | +1,318.0% | +66.2% | +1,251.8% | +1,292.8% |
| All | +416.0% | +174.9% | +241.1% | +405.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling