+416.0%
AAOI vs BRO
+294.2%
+121.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -7.3% | +7.2% | +1.6% |
| 30D | -23.7% | -6.9% | -16.8% | -22.8% |
| 3M | -39.0% | +10.7% | -49.7% | -42.9% |
| 6M | -17.0% | -2.7% | -14.4% | -19.3% |
| YTD | +202.2% | -16.3% | +218.6% | +208.2% |
| 1Y | +292.4% | -29.1% | +321.5% | +332.0% |
| 3Y | +804.4% | -7.8% | +812.2% | +755.6% |
| 5Y | +1,318.0% | +18.7% | +1,299.3% | +1,025.5% |
| All | +416.0% | +294.2% | +121.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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