+352.5%
AAOI vs AGI
+17.6%
+334.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.3% |
| 7D | -0.7% | +0.6% | -1.3% | -1.3% |
| 30D | -17.9% | +18.2% | -36.1% | -26.6% |
| 3M | -48.0% | -4.1% | -43.9% | -47.4% |
| 6M | +5.8% | -28.7% | +34.5% | +31.3% |
| YTD | +202.7% | -4.0% | +206.7% | +206.3% |
| 1Y | +352.5% | +17.4% | +335.1% | +284.3% |
| All | +352.5% | +17.6% | +334.9% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling