+958.5%
AAOI vs BURL
+1,051.1%
-92.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.1% |
| 7D | -0.7% | -2.8% | +2.1% | +0.3% |
| 30D | -17.9% | -28.2% | +10.2% | -7.5% |
| 3M | -48.0% | -17.6% | -30.4% | -45.0% |
| 6M | +5.8% | -11.8% | +17.6% | +7.9% |
| YTD | +202.7% | -8.1% | +210.9% | +203.5% |
| 1Y | +352.5% | -12.0% | +364.5% | +357.6% |
| 3Y | +657.0% | +63.3% | +593.7% | +526.6% |
| 5Y | +1,267.0% | -10.8% | +1,277.8% | +1,195.5% |
| 10Y | +502.7% | +215.9% | +286.8% | +287.5% |
| All | +958.5% | +1,051.1% | -92.6% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling