+1,314.2%
AAOI vs AGI
+400.3%
+913.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -0.2% | -2.7% | +2.6% | +0.8% |
| 30D | -23.7% | +7.2% | -30.9% | -25.9% |
| 3M | -39.0% | +4.3% | -43.3% | -40.6% |
| 6M | -17.0% | -27.1% | +10.0% | -8.1% |
| YTD | +202.2% | -6.6% | +208.8% | +210.3% |
| 1Y | +292.4% | +9.5% | +282.9% | +287.0% |
| 3Y | +804.4% | +208.4% | +595.9% | +538.4% |
| All | +1,314.2% | +400.3% | +913.9% | +768.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling