+416.0%
AAOI vs FITB
+290.8%
+125.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -23.7% | -5.7% | -18.0% | -21.4% |
| 3M | -39.0% | +3.2% | -42.2% | -40.4% |
| 6M | -17.0% | +23.4% | -40.5% | -26.6% |
| YTD | +202.2% | +18.8% | +183.4% | +166.9% |
| 1Y | +292.4% | +25.0% | +267.4% | +238.9% |
| 3Y | +804.4% | +131.2% | +673.2% | +518.0% |
| 5Y | +1,318.0% | +70.7% | +1,247.4% | +945.9% |
| All | +416.0% | +290.8% | +125.2% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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