+416.0%
AAOI vs GWRE
+131.0%
+285.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | -13.2% | +13.1% | +6.2% |
| 30D | -23.7% | -18.6% | -5.1% | -19.8% |
| 3M | -39.0% | +18.9% | -57.9% | -50.6% |
| 6M | -17.0% | -11.0% | -6.1% | -25.0% |
| YTD | +202.2% | -29.9% | +232.1% | +212.1% |
| 1Y | +292.4% | -44.3% | +336.7% | +379.5% |
| 3Y | +804.4% | +51.7% | +752.7% | +446.6% |
| 5Y | +1,318.0% | +15.4% | +1,302.6% | +880.2% |
| All | +416.0% | +131.0% | +285.0% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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