+405.8%
AAOI vs MLM
+209.3%
+196.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.6% |
| 30D | -23.1% | -9.1% | -14.0% | -19.5% |
| 3M | -41.0% | -9.0% | -32.1% | -39.2% |
| 6M | -14.3% | -17.0% | +2.8% | -7.9% |
| YTD | +196.3% | -19.0% | +215.3% | +219.6% |
| 1Y | +272.6% | -18.1% | +290.7% | +298.6% |
| 3Y | +775.3% | +16.7% | +758.7% | +713.9% |
| 5Y | +1,290.2% | +40.2% | +1,249.9% | +1,104.2% |
| All | +405.8% | +209.3% | +196.5% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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