+100.9%
AAOI vs LEN
-21.9%
+122.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.1% | -14.4% | -6.2% |
| 7D | -27.9% | +10.5% | -38.4% | -26.8% |
| 30D | -51.2% | +24.6% | -75.9% | -50.2% |
| 3M | -55.0% | +6.6% | -61.6% | -53.8% |
| 6M | -65.7% | +10.6% | -76.4% | -64.9% |
| YTD | +70.0% | -8.3% | +78.3% | +74.3% |
| 1Y | +100.9% | -22.5% | +123.4% | +103.7% |
| All | +100.9% | -21.9% | +122.8% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling