+1,314.2%
AAOI vs EXPE
+92.3%
+1,221.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | -0.2% | -5.8% | +5.6% | +1.9% |
| 30D | -23.7% | -13.6% | -10.1% | -19.9% |
| 3M | -39.0% | +25.2% | -64.2% | -46.6% |
| 6M | -17.0% | +22.3% | -39.4% | -27.6% |
| YTD | +202.2% | -0.3% | +202.5% | +181.1% |
| 1Y | +292.4% | +27.8% | +264.6% | +214.1% |
| 3Y | +804.4% | +162.4% | +641.9% | +420.4% |
| All | +1,314.2% | +92.3% | +1,221.9% | +787.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling