+5,955.2%
AAOI vs BOXX
+18.5%
+5,936.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.5% |
| 30D | -23.7% | +0.3% | -24.0% | -25.1% |
| 3M | -39.0% | +1.0% | -40.1% | -43.4% |
| 6M | -17.0% | +1.9% | -19.0% | -31.4% |
| YTD | +202.2% | +2.7% | +199.6% | +125.8% |
| 1Y | +292.4% | +4.0% | +288.4% | +150.4% |
| 3Y | +804.4% | +14.7% | +789.7% | +430.2% |
| All | +5,955.2% | +18.5% | +5,936.7% | +3,260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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