+416.0%
AAOI vs HYG
+56.1%
+359.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | -0.2% | -0.7% | +0.5% | +2.0% |
| 30D | -23.7% | -0.7% | -23.0% | -22.0% |
| 3M | -39.0% | -0.2% | -38.8% | -38.3% |
| 6M | -17.0% | +1.4% | -18.5% | -19.1% |
| YTD | +202.2% | +1.5% | +200.8% | +194.8% |
| 1Y | +292.4% | +2.9% | +289.5% | +272.6% |
| 3Y | +804.4% | +25.6% | +778.7% | +467.2% |
| 5Y | +1,318.0% | +18.6% | +1,299.5% | +948.2% |
| All | +416.0% | +56.1% | +359.9% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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