+1,314.2%
AAOI vs MCO
+28.6%
+1,285.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.8% |
| 7D | -0.2% | -3.8% | +3.6% | +2.7% |
| 30D | -23.7% | -0.4% | -23.3% | -24.6% |
| 3M | -39.0% | +7.7% | -46.7% | -45.2% |
| 6M | -17.0% | +7.0% | -24.0% | -26.7% |
| YTD | +202.2% | -6.4% | +208.6% | +188.9% |
| 1Y | +292.4% | -7.6% | +300.0% | +279.4% |
| 3Y | +804.4% | +43.2% | +761.1% | +498.9% |
| All | +1,314.2% | +28.6% | +1,285.6% | +868.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling