+416.0%
AAOI vs AFL
+303.3%
+112.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -0.2% | -1.6% | +1.5% | +0.4% |
| 30D | -23.7% | -4.0% | -19.7% | -22.8% |
| 3M | -39.0% | -0.5% | -38.5% | -39.6% |
| 6M | -17.0% | +6.5% | -23.6% | -20.4% |
| YTD | +202.2% | +6.2% | +196.1% | +187.8% |
| 1Y | +292.4% | +8.3% | +284.1% | +268.5% |
| 3Y | +804.4% | +62.5% | +741.8% | +605.4% |
| 5Y | +1,318.0% | +136.2% | +1,181.9% | +812.3% |
| All | +416.0% | +303.3% | +112.7% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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