+1,314.2%
AAOI vs AG
+63.6%
+1,250.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +3.1% |
| 7D | -0.2% | -6.7% | +6.6% | +2.4% |
| 30D | -23.7% | +2.2% | -25.9% | -24.6% |
| 3M | -39.0% | +15.7% | -54.7% | -42.1% |
| 6M | -17.0% | -23.8% | +6.7% | -9.0% |
| YTD | +202.2% | +17.6% | +184.6% | +184.6% |
| 1Y | +292.4% | +88.6% | +203.8% | +220.6% |
| 3Y | +804.4% | +253.4% | +550.9% | +460.0% |
| All | +1,314.2% | +63.6% | +1,250.6% | +834.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling