+416.0%
AAOI vs FTI
+305.3%
+110.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -0.2% | -4.4% | +4.2% | +1.5% |
| 30D | -23.7% | +1.5% | -25.2% | -23.9% |
| 3M | -39.0% | +8.2% | -47.2% | -40.8% |
| 6M | -17.0% | +18.8% | -35.9% | -21.2% |
| YTD | +202.2% | +71.7% | +130.6% | +152.2% |
| 1Y | +292.4% | +90.0% | +202.4% | +214.3% |
| 3Y | +804.4% | +270.5% | +533.9% | +487.9% |
| 5Y | +1,318.0% | +1,084.5% | +233.5% | +502.1% |
| All | +416.0% | +305.3% | +110.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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