+100.9%
AAOI vs EXE
-18.4%
+119.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.8% |
| 7D | -27.9% | -4.7% | -23.3% | -27.3% |
| 30D | -51.2% | +1.0% | -52.3% | -51.4% |
| 3M | -55.0% | -5.6% | -49.3% | -54.8% |
| 6M | -65.7% | -12.3% | -53.4% | -64.2% |
| YTD | +70.0% | -19.5% | +89.5% | +81.4% |
| 1Y | +100.9% | -18.9% | +119.8% | +102.9% |
| All | +100.9% | -18.4% | +119.4% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling