+238.1%
AAOI vs AS
+131.9%
+106.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -2.4% | +18.1% | +17.1% |
| 7D | -5.8% | -3.0% | -2.7% | -3.8% |
| 30D | -44.5% | +9.6% | -54.1% | -47.9% |
| 3M | -58.4% | -8.2% | -50.2% | -56.8% |
| 6M | -69.8% | -9.9% | -59.9% | -69.3% |
| YTD | +60.2% | -16.8% | +77.0% | +68.1% |
| 1Y | +135.2% | +3.0% | +132.2% | +109.5% |
| All | +238.1% | +131.9% | +106.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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