+353.5%
AAOI vs FGI
-16.0%
+369.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -25.2% | +19.6% | -5.3% |
| 7D | -0.5% | -14.4% | +13.9% | -0.3% |
| 30D | -42.1% | -11.8% | -30.4% | -42.0% |
| 3M | -61.6% | -46.2% | -15.4% | -61.5% |
| 6M | -77.6% | +5.2% | -82.8% | -77.8% |
| YTD | +43.1% | +10.5% | +32.6% | +41.6% |
| 1Y | +138.6% | +25.5% | +113.1% | +137.3% |
| 3Y | +353.5% | -16.0% | +369.5% | +426.2% |
| All | +353.5% | -16.0% | +369.5% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling