+416.0%
AAOI vs AGI
+392.3%
+23.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | -0.2% | -2.7% | +2.6% | +0.4% |
| 30D | -23.7% | +7.2% | -30.9% | -24.9% |
| 3M | -39.0% | +4.3% | -43.3% | -39.8% |
| 6M | -17.0% | -27.1% | +10.0% | -12.4% |
| YTD | +202.2% | -6.6% | +208.8% | +206.9% |
| 1Y | +292.4% | +9.5% | +282.9% | +290.1% |
| 3Y | +804.4% | +208.4% | +595.9% | +668.1% |
| 5Y | +1,318.0% | +401.6% | +916.4% | +1,024.7% |
| All | +416.0% | +392.3% | +23.6% | +307.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling