+400.9%
AAOI vs FN
+1,906.0%
-1,505.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.3% | +1.7% | -0.4% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -42.1% | -16.5% | -25.6% | -33.5% |
| 3M | -61.6% | -42.1% | -19.5% | -42.5% |
| 6M | -77.6% | -52.9% | -24.8% | -60.8% |
| YTD | +43.1% | -28.0% | +71.1% | +99.9% |
| 1Y | +138.6% | -18.5% | +157.1% | +213.7% |
| 3Y | +353.5% | +93.9% | +259.7% | +278.7% |
| 5Y | +720.6% | +170.5% | +550.1% | +451.4% |
| 10Y | +99.8% | +704.1% | -604.3% | -24.1% |
| All | +400.9% | +1,906.0% | -1,505.1% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling