+416.0%
AAOI vs EXPE
+169.0%
+247.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | -0.2% | -5.8% | +5.6% | +1.7% |
| 30D | -23.7% | -13.6% | -10.1% | -20.3% |
| 3M | -39.0% | +25.2% | -64.2% | -45.7% |
| 6M | -17.0% | +22.3% | -39.4% | -26.3% |
| YTD | +202.2% | -0.3% | +202.5% | +183.1% |
| 1Y | +292.4% | +27.8% | +264.6% | +226.6% |
| 3Y | +804.4% | +162.4% | +641.9% | +474.7% |
| 5Y | +1,318.0% | +95.8% | +1,222.2% | +820.9% |
| All | +416.0% | +169.0% | +247.0% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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