+804.4%
AAOI vs HUM
-9.4%
+813.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.3% |
| 3M | -39.0% | +11.4% | -50.4% | -39.8% |
| 6M | -17.0% | +141.5% | -158.6% | -25.0% |
| YTD | +202.2% | +61.2% | +141.0% | +184.4% |
| 1Y | +292.4% | +49.2% | +243.3% | +274.2% |
| 3Y | +804.4% | -9.0% | +813.4% | +769.7% |
| All | +804.4% | -9.4% | +813.7% | +769.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling