+416.0%
AAOI vs FFIV
+249.4%
+166.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | -0.7% |
| 7D | -0.2% | +5.4% | -5.6% | -4.6% |
| 30D | -23.7% | -2.7% | -21.0% | -22.4% |
| 3M | -39.0% | +4.5% | -43.6% | -40.6% |
| 6M | -17.0% | +42.2% | -59.3% | -36.3% |
| YTD | +202.2% | +61.3% | +140.9% | +108.0% |
| 1Y | +292.4% | +23.0% | +269.4% | +234.7% |
| 3Y | +804.4% | +156.3% | +648.1% | +372.3% |
| 5Y | +1,318.0% | +102.9% | +1,215.2% | +757.1% |
| All | +416.0% | +249.4% | +166.6% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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