+114.8%
AAOI vs BURL
+244.4%
-129.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.7% |
| 7D | +12.7% | +0.4% | +12.3% | +12.6% |
| 30D | -46.0% | -4.3% | -41.6% | -45.1% |
| 3M | -61.7% | -28.8% | -32.9% | -56.4% |
| 6M | -71.9% | -12.8% | -59.1% | -71.5% |
| YTD | +51.6% | -12.8% | +64.4% | +54.3% |
| 1Y | +120.8% | -12.3% | +133.0% | +122.4% |
| 3Y | +464.3% | +92.7% | +371.6% | +327.1% |
| 5Y | +769.2% | -6.5% | +775.8% | +709.0% |
| All | +114.8% | +244.4% | -129.6% | +30.9% |
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