+416.0%
AAOI vs HIG
+313.7%
+102.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | -23.7% | -0.4% | -23.3% | -23.9% |
| 3M | -39.0% | +6.7% | -45.7% | -41.1% |
| 6M | -17.0% | +2.0% | -19.0% | -19.5% |
| YTD | +202.2% | +0.3% | +201.9% | +193.5% |
| 1Y | +292.4% | +4.2% | +288.2% | +272.7% |
| 3Y | +804.4% | +102.2% | +702.1% | +563.3% |
| 5Y | +1,318.0% | +118.5% | +1,199.5% | +886.1% |
| All | +416.0% | +313.7% | +102.3% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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