+416.0%
AAOI vs COPX
+583.8%
-167.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.2% | -2.3% | +2.2% | +1.4% |
| 30D | -23.7% | +0.3% | -24.0% | -23.9% |
| 3M | -39.0% | +6.8% | -45.8% | -40.7% |
| 6M | -17.0% | +7.9% | -25.0% | -18.9% |
| YTD | +202.2% | +23.7% | +178.5% | +168.6% |
| 1Y | +292.4% | +71.5% | +220.9% | +188.6% |
| 3Y | +804.4% | +149.1% | +655.3% | +437.1% |
| 5Y | +1,318.0% | +167.3% | +1,150.7% | +684.0% |
| All | +416.0% | +583.8% | -167.8% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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