+450.2%
AAOI vs HWM
+1,311.7%
-861.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -0.2% | -11.4% | +11.3% | +5.1% |
| 30D | -23.7% | -18.5% | -5.2% | -16.7% |
| 3M | -39.0% | -13.2% | -25.8% | -34.9% |
| 6M | -17.0% | -8.7% | -8.4% | -14.7% |
| YTD | +202.2% | +12.2% | +190.1% | +183.0% |
| 1Y | +292.4% | +24.9% | +267.5% | +252.6% |
| 3Y | +804.4% | +383.9% | +420.5% | +409.4% |
| 5Y | +1,318.0% | +646.1% | +671.9% | +595.4% |
| All | +450.2% | +1,311.7% | -861.5% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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