+400.9%
AAOI vs MLM
+487.3%
-86.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | -42.1% | +9.0% | -51.2% | -44.6% |
| 3M | -61.6% | -5.6% | -56.1% | -60.7% |
| 6M | -77.6% | -10.7% | -67.0% | -77.0% |
| YTD | +43.1% | -17.2% | +60.3% | +52.3% |
| 1Y | +138.6% | -14.2% | +152.8% | +149.9% |
| 3Y | +353.5% | +15.6% | +337.9% | +322.3% |
| 5Y | +720.6% | +26.2% | +694.3% | +634.1% |
| 10Y | +99.8% | +140.6% | -40.8% | +29.2% |
| All | +400.9% | +487.3% | -86.4% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling