+416.0%
AAOI vs BAX
-38.1%
+454.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | -0.2% | -7.9% | +7.7% | +1.8% |
| 30D | -23.7% | -11.7% | -12.0% | -21.6% |
| 3M | -39.0% | +16.2% | -55.2% | -41.7% |
| 6M | -17.0% | +32.0% | -49.0% | -24.2% |
| YTD | +202.2% | +24.7% | +177.5% | +178.1% |
| 1Y | +292.4% | -2.6% | +295.0% | +286.7% |
| 3Y | +804.4% | -35.0% | +839.4% | +881.3% |
| 5Y | +1,318.0% | -67.6% | +1,385.6% | +1,799.7% |
| All | +416.0% | -38.1% | +454.1% | +509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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