+149.8%
AAOI vs MDB
+997.6%
-847.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.1% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -23.7% | -17.3% | -6.4% | -19.7% |
| 3M | -39.0% | +2.2% | -41.2% | -40.5% |
| 6M | -17.0% | +33.9% | -50.9% | -27.6% |
| YTD | +202.2% | -13.7% | +215.9% | +200.9% |
| 1Y | +292.4% | +9.1% | +283.3% | +257.3% |
| 3Y | +804.4% | -8.1% | +812.5% | +722.8% |
| 5Y | +1,318.0% | -25.9% | +1,343.9% | +1,129.0% |
| All | +149.8% | +997.6% | -847.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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