+416.0%
AAOI vs EXPD
+332.1%
+83.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.9% |
| 7D | -0.2% | +2.0% | -2.2% | -1.6% |
| 30D | -23.7% | +4.4% | -28.1% | -25.9% |
| 3M | -39.0% | +15.7% | -54.7% | -44.6% |
| 6M | -17.0% | +37.5% | -54.5% | -33.3% |
| YTD | +202.2% | +29.9% | +172.3% | +148.1% |
| 1Y | +292.4% | +57.8% | +234.6% | +178.6% |
| 3Y | +804.4% | +71.6% | +732.7% | +506.5% |
| 5Y | +1,318.0% | +62.2% | +1,255.8% | +886.6% |
| All | +416.0% | +332.1% | +83.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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