+102.8%
AAOI vs EXPD
+335.0%
-232.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.3% |
| 7D | -0.5% | +5.5% | -6.0% | -3.8% |
| 30D | -42.1% | -0.8% | -41.3% | -41.3% |
| 3M | -61.6% | +4.1% | -65.8% | -62.4% |
| 6M | -77.6% | +25.7% | -103.3% | -80.7% |
| YTD | +43.1% | +31.4% | +11.7% | +17.3% |
| 1Y | +138.6% | +42.2% | +96.4% | +85.8% |
| 3Y | +353.5% | +77.2% | +276.4% | +202.7% |
| 5Y | +720.6% | +61.0% | +659.6% | +470.8% |
| All | +102.8% | +335.0% | -232.2% | -15.4% |
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