+957.8%
AAOI vs GIS
+18.3%
+939.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.9% |
| 7D | -0.2% | -6.4% | +6.2% | -1.5% |
| 30D | -23.7% | -6.1% | -17.6% | -24.5% |
| 3M | -39.0% | +7.8% | -46.9% | -37.8% |
| 6M | -17.0% | -8.8% | -8.3% | -16.7% |
| YTD | +202.2% | -19.1% | +221.4% | +200.7% |
| 1Y | +292.4% | -24.8% | +317.2% | +289.1% |
| 3Y | +804.4% | -37.6% | +841.9% | +788.9% |
| 5Y | +1,318.0% | -25.4% | +1,343.5% | +1,193.4% |
| 10Y | +436.7% | -19.6% | +456.3% | +387.6% |
| All | +957.8% | +18.3% | +939.5% | +688.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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