+102.8%
AAOI vs FN
+700.1%
-597.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.3% | +1.7% | 0.0% |
| 7D | -0.5% | +0.3% | -0.7% | -0.7% |
| 30D | -42.1% | -16.5% | -25.6% | -32.9% |
| 3M | -61.6% | -42.1% | -19.5% | -40.8% |
| 6M | -77.6% | -52.9% | -24.8% | -59.2% |
| YTD | +43.1% | -28.0% | +71.1% | +102.8% |
| 1Y | +138.6% | -18.5% | +157.1% | +216.2% |
| 3Y | +353.5% | +93.9% | +259.7% | +262.2% |
| 5Y | +720.6% | +170.5% | +550.1% | +414.6% |
| All | +102.8% | +700.1% | -597.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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