+416.0%
AAOI vs LOW
+233.5%
+182.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.2% | -3.7% | +3.6% | +1.9% |
| 30D | -23.7% | -8.9% | -14.8% | -20.1% |
| 3M | -39.0% | -10.4% | -28.6% | -36.4% |
| 6M | -17.0% | -19.4% | +2.4% | -9.5% |
| YTD | +202.2% | -17.1% | +219.4% | +218.7% |
| 1Y | +292.4% | -26.3% | +318.7% | +343.2% |
| 3Y | +804.4% | -9.9% | +814.3% | +822.2% |
| 5Y | +1,318.0% | +6.1% | +1,311.9% | +1,226.1% |
| All | +416.0% | +233.5% | +182.5% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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