+796.7%
AAOI vs EXE
+182.2%
+614.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.8% |
| 7D | -0.2% | -3.1% | +3.0% | +1.0% |
| 30D | -23.7% | -0.9% | -22.8% | -23.6% |
| 3M | -39.0% | +9.6% | -48.6% | -41.8% |
| 6M | -17.0% | -11.6% | -5.4% | -13.5% |
| YTD | +202.2% | -12.6% | +214.8% | +215.6% |
| 1Y | +292.4% | +1.2% | +291.2% | +284.9% |
| 3Y | +804.4% | +18.0% | +786.3% | +754.9% |
| 5Y | +1,318.0% | +101.1% | +1,216.9% | +1,082.3% |
| All | +796.7% | +182.2% | +614.5% | +513.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling