+416.0%
AAOI vs HUM
+152.7%
+263.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | -0.2% | +2.1% | -2.2% | -0.5% |
| 30D | -23.7% | +5.4% | -29.1% | -24.4% |
| 3M | -39.0% | +11.4% | -50.4% | -40.1% |
| 6M | -17.0% | +141.5% | -158.6% | -28.3% |
| YTD | +202.2% | +61.2% | +141.0% | +176.0% |
| 1Y | +292.4% | +49.2% | +243.3% | +263.2% |
| 3Y | +804.4% | -9.0% | +813.4% | +792.7% |
| 5Y | +1,318.0% | +7.2% | +1,310.9% | +1,192.8% |
| All | +416.0% | +152.7% | +263.3% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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