+416.0%
AAOI vs DG
+101.8%
+314.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | -0.2% | -6.5% | +6.3% | 0.0% |
| 30D | -23.7% | +4.2% | -27.9% | -23.8% |
| 3M | -39.0% | +9.5% | -48.5% | -39.5% |
| 6M | -17.0% | -13.1% | -3.9% | -15.7% |
| YTD | +202.2% | -4.8% | +207.1% | +204.3% |
| 1Y | +292.4% | +20.6% | +271.8% | +285.5% |
| 3Y | +804.4% | +4.9% | +799.4% | +802.9% |
| 5Y | +1,318.0% | -37.9% | +1,355.9% | +1,497.7% |
| All | +416.0% | +101.8% | +314.2% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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