+1,314.2%
AAOI vs AME
+89.9%
+1,224.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | -2.4% |
| 7D | -0.2% | +1.7% | -1.9% | -2.5% |
| 30D | -23.7% | -6.4% | -17.3% | -16.4% |
| 3M | -39.0% | +7.1% | -46.1% | -42.6% |
| 6M | -17.0% | +8.2% | -25.2% | -22.7% |
| YTD | +202.2% | +18.2% | +184.1% | +154.2% |
| 1Y | +292.4% | +26.7% | +265.7% | +206.1% |
| 3Y | +804.4% | +60.7% | +743.7% | +497.4% |
| All | +1,314.2% | +89.9% | +1,224.4% | +688.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling