+1,333.8%
AAOI vs BURL
-13.9%
+1,347.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +7.5% |
| 7D | +7.9% | -2.6% | +10.5% | +9.1% |
| 30D | -17.8% | -30.8% | +13.0% | -2.4% |
| 3M | -43.3% | -18.7% | -24.6% | -39.0% |
| 6M | +16.7% | -16.4% | +33.1% | +22.1% |
| YTD | +220.0% | -11.6% | +231.6% | +224.1% |
| 1Y | +372.1% | -12.0% | +384.1% | +373.4% |
| 3Y | +845.3% | +63.6% | +781.7% | +639.1% |
| 5Y | +1,333.8% | -12.6% | +1,346.4% | +1,094.8% |
| All | +1,333.8% | -13.9% | +1,347.7% | +1,094.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling