+416.0%
AAOI vs ALL
+365.1%
+50.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -23.7% | -0.4% | -23.3% | -23.9% |
| 3M | -39.0% | +16.0% | -55.1% | -42.5% |
| 6M | -17.0% | +24.6% | -41.6% | -24.3% |
| YTD | +202.2% | +23.7% | +178.6% | +173.4% |
| 1Y | +292.4% | +27.7% | +264.7% | +246.8% |
| 3Y | +804.4% | +150.2% | +654.1% | +508.6% |
| 5Y | +1,318.0% | +117.1% | +1,201.0% | +878.5% |
| All | +416.0% | +365.1% | +50.9% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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