+804.4%
AAOI vs FGI
+6.2%
+798.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.0% |
| 7D | -0.2% | +12.1% | -12.3% | -0.3% |
| 30D | -23.7% | +75.7% | -99.4% | -24.8% |
| 3M | -39.0% | +31.7% | -70.7% | -39.6% |
| 6M | -17.0% | +111.5% | -128.5% | -18.5% |
| YTD | +202.2% | +45.8% | +156.4% | +198.1% |
| 1Y | +292.4% | +112.5% | +179.9% | +292.7% |
| 3Y | +804.4% | +8.5% | +795.9% | +866.5% |
| All | +804.4% | +6.2% | +798.2% | +866.5% |
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