+416.0%
AAOI vs AJG
+473.1%
-57.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | -0.2% | -8.3% | +8.1% | +1.6% |
| 30D | -23.7% | -5.7% | -18.0% | -23.1% |
| 3M | -39.0% | +9.1% | -48.1% | -42.3% |
| 6M | -17.0% | +15.2% | -32.3% | -23.8% |
| YTD | +202.2% | -6.3% | +208.5% | +196.6% |
| 1Y | +292.4% | -19.1% | +311.5% | +308.2% |
| 3Y | +804.4% | +8.2% | +796.1% | +693.6% |
| 5Y | +1,318.0% | +75.6% | +1,242.4% | +823.0% |
| All | +416.0% | +473.1% | -57.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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