+983.6%
AAOI vs EXPE
+469.0%
+514.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +4.7% | -11.5% | +16.2% | +9.2% |
| 30D | -18.7% | -13.1% | -5.7% | -15.3% |
| 3M | -33.7% | +18.1% | -51.9% | -39.8% |
| 6M | -2.4% | +13.3% | -15.7% | -10.7% |
| YTD | +209.6% | -3.2% | +212.8% | +193.3% |
| 1Y | +355.0% | +26.1% | +328.9% | +280.9% |
| 3Y | +814.7% | +151.7% | +662.9% | +493.4% |
| 5Y | +1,298.1% | +88.3% | +1,209.7% | +829.8% |
| 10Y | +449.8% | +158.0% | +291.8% | +190.3% |
| All | +983.6% | +469.0% | +514.6% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling