+957.8%
AAOI vs AGG
+27.9%
+930.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.2% | -1.1% | +0.9% | +1.3% |
| 30D | -23.7% | -1.1% | -22.6% | -22.6% |
| 3M | -39.0% | -1.9% | -37.1% | -37.4% |
| 6M | -17.0% | -1.7% | -15.3% | -14.8% |
| YTD | +202.2% | -1.3% | +203.5% | +208.5% |
| 1Y | +292.4% | -0.7% | +293.1% | +297.6% |
| 3Y | +804.4% | +12.5% | +791.9% | +663.6% |
| 5Y | +1,318.0% | -2.5% | +1,320.5% | +1,183.2% |
| 10Y | +436.7% | +14.2% | +422.5% | +457.2% |
| All | +957.8% | +27.9% | +930.0% | +1,207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 all: compounded portfolio wealth divided by compounded AGG 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…
all analysis · Full analysis span regression · 6 months rolling