+449.8%
AAOI vs BURL
+188.6%
+261.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.1% | -0.6% |
| 7D | +4.7% | -7.0% | +11.6% | +7.7% |
| 30D | -18.7% | -35.6% | +16.9% | -3.0% |
| 3M | -33.7% | -26.3% | -7.5% | -26.1% |
| 6M | -2.4% | -20.7% | +18.2% | +4.1% |
| YTD | +209.6% | -17.2% | +226.8% | +223.4% |
| 1Y | +355.0% | -15.0% | +370.1% | +365.6% |
| 3Y | +814.7% | +53.2% | +761.4% | +659.4% |
| 5Y | +1,298.1% | -18.7% | +1,316.8% | +1,263.8% |
| 10Y | +449.8% | +192.1% | +257.7% | +253.3% |
| All | +449.8% | +188.6% | +261.2% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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