+416.0%
AAOI vs COST
+611.6%
-195.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -1.2% | +1.0% | +0.5% |
| 30D | -23.7% | -4.7% | -19.0% | -22.2% |
| 3M | -39.0% | -7.1% | -31.9% | -37.8% |
| 6M | -17.0% | -8.5% | -8.5% | -15.3% |
| YTD | +202.2% | +5.4% | +196.9% | +180.1% |
| 1Y | +292.4% | -5.6% | +298.0% | +288.9% |
| 3Y | +804.4% | +68.5% | +735.9% | +552.6% |
| 5Y | +1,318.0% | +105.2% | +1,212.8% | +810.6% |
| All | +416.0% | +611.6% | -195.7% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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