+1,290.2%
AAOI vs FIVE
+30.6%
+1,259.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -23.1% | +3.0% | -26.1% | -24.9% |
| 3M | -41.0% | +23.2% | -64.2% | -47.5% |
| 6M | -14.3% | +9.2% | -23.4% | -21.4% |
| YTD | +196.3% | +28.1% | +168.2% | +149.4% |
| 1Y | +272.6% | +65.3% | +207.4% | +177.2% |
| 3Y | +775.3% | +49.4% | +725.9% | +518.5% |
| 5Y | +1,290.2% | +29.5% | +1,260.6% | +882.0% |
| All | +1,290.2% | +30.6% | +1,259.5% | +882.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling