+416.0%
AAOI vs ALB
+78.3%
+337.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +3.7% |
| 7D | -0.2% | -6.6% | +6.5% | +3.4% |
| 30D | -23.7% | -8.1% | -15.6% | -20.9% |
| 3M | -39.0% | -25.7% | -13.3% | -29.3% |
| 6M | -17.0% | -29.5% | +12.4% | -2.3% |
| YTD | +202.2% | -16.2% | +218.4% | +221.9% |
| 1Y | +292.4% | +59.2% | +233.2% | +199.6% |
| 3Y | +804.4% | -33.7% | +838.1% | +860.3% |
| 5Y | +1,318.0% | -48.1% | +1,366.1% | +1,541.1% |
| All | +416.0% | +78.3% | +337.7% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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