+1,170.9%
AAOI vs ALHC
-33.8%
+1,204.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -0.2% | -6.9% | +6.7% | +0.7% |
| 30D | -23.7% | -6.7% | -17.0% | -23.0% |
| 3M | -39.0% | -37.7% | -1.3% | -35.8% |
| 6M | -17.0% | -30.0% | +12.9% | -15.1% |
| YTD | +202.2% | -36.2% | +238.4% | +212.1% |
| 1Y | +292.4% | -22.9% | +315.3% | +291.7% |
| 3Y | +804.4% | +138.4% | +666.0% | +578.2% |
| 5Y | +1,318.0% | -32.8% | +1,350.8% | +968.6% |
| All | +1,170.9% | -33.8% | +1,204.7% | +817.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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