+416.0%
AAOI vs FIVE
+491.7%
-75.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | -0.2% | -3.0% | +2.9% | +1.1% |
| 30D | -23.7% | +2.7% | -26.4% | -25.0% |
| 3M | -39.0% | +21.1% | -60.1% | -43.9% |
| 6M | -17.0% | +11.9% | -29.0% | -23.1% |
| YTD | +202.2% | +29.9% | +172.4% | +164.1% |
| 1Y | +292.4% | +67.8% | +224.6% | +212.4% |
| 3Y | +804.4% | +52.8% | +751.6% | +593.0% |
| 5Y | +1,318.0% | +31.3% | +1,286.7% | +1,016.4% |
| All | +416.0% | +491.7% | -75.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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