+48.8%
AAOI vs AU
+40.8%
+8.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | +0.7% | -21.6% | -21.3% |
| 7D | -40.8% | +4.1% | -44.9% | -42.3% |
| 30D | -64.0% | -5.3% | -58.6% | -62.9% |
| 3M | -63.5% | +0.6% | -64.1% | -63.8% |
| 6M | -74.0% | -0.8% | -73.3% | -75.0% |
| YTD | +34.5% | +7.6% | +27.0% | +26.0% |
| 1Y | +48.8% | +38.2% | +10.6% | +28.8% |
| All | +48.8% | +40.8% | +8.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling