+416.0%
AAOI vs ALLY
+189.7%
+226.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -3.8% | +3.6% | +1.6% |
| 30D | -23.7% | -4.9% | -18.8% | -21.9% |
| 3M | -39.0% | -2.6% | -36.4% | -38.2% |
| 6M | -17.0% | +15.7% | -32.8% | -24.2% |
| YTD | +202.2% | -5.2% | +207.4% | +199.7% |
| 1Y | +292.4% | +2.8% | +289.6% | +277.7% |
| 3Y | +804.4% | +63.4% | +740.9% | +648.0% |
| 5Y | +1,318.0% | -2.6% | +1,320.6% | +1,255.3% |
| All | +416.0% | +189.7% | +226.2% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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