-17.0%
AAOI vs AFL
+5.9%
-23.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +3.4% |
| 7D | -0.2% | -1.6% | +1.5% | -3.4% |
| 30D | -23.7% | -4.0% | -19.7% | -28.9% |
| 3M | -39.0% | -0.5% | -38.5% | -39.5% |
| 6M | -17.0% | +6.5% | -23.6% | -15.1% |
| All | -17.0% | +5.9% | -23.0% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling