+826.4%
AAOI vs MOD
+290.9%
+535.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -0.6% |
| 7D | +4.7% | +3.6% | +1.1% | +1.5% |
| 30D | -18.7% | -2.6% | -16.1% | -16.3% |
| 3M | -33.7% | -33.1% | -0.6% | -8.1% |
| 6M | -2.4% | -7.5% | +5.1% | +5.4% |
| YTD | +209.6% | +39.3% | +170.3% | +129.1% |
| 1Y | +355.0% | +34.3% | +320.8% | +254.8% |
| All | +826.4% | +290.9% | +535.6% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling