+405.8%
AAOI vs FN
+927.1%
-521.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -1.7% |
| 7D | +2.9% | +2.3% | +0.6% | +1.3% |
| 30D | -23.1% | -23.2% | +0.1% | -6.1% |
| 3M | -41.0% | -30.4% | -10.6% | -20.2% |
| 6M | -14.3% | -25.6% | +11.3% | +14.9% |
| YTD | +196.3% | -11.3% | +207.6% | +252.3% |
| 1Y | +272.6% | +8.4% | +264.2% | +296.9% |
| 3Y | +775.3% | +166.2% | +609.1% | +453.2% |
| 5Y | +1,290.2% | +290.3% | +999.8% | +553.7% |
| All | +405.8% | +927.1% | -521.3% | +33.1% |
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