+1,020.0%
AAOI vs FE
+116.4%
+903.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | +7.9% | +0.6% | +7.3% | +7.8% |
| 30D | -17.8% | -2.1% | -15.6% | -17.5% |
| 3M | -43.3% | +2.6% | -45.9% | -43.6% |
| 6M | +16.7% | -6.8% | +23.5% | +17.6% |
| YTD | +220.0% | +6.9% | +213.1% | +215.1% |
| 1Y | +372.1% | +11.6% | +360.5% | +361.3% |
| 3Y | +845.3% | +47.7% | +797.6% | +763.0% |
| 5Y | +1,333.8% | +46.2% | +1,287.6% | +1,210.0% |
| 10Y | +457.2% | +109.2% | +348.0% | +364.8% |
| All | +1,020.0% | +116.4% | +903.6% | +793.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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