+769.2%
AAOI vs MOD
+815.4%
-46.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +12.7% | +16.1% | -3.4% | +2.4% |
| 30D | -46.0% | -38.5% | -7.4% | -25.3% |
| 3M | -61.7% | -46.8% | -14.9% | -41.5% |
| 6M | -71.9% | -61.6% | -10.3% | -47.9% |
| YTD | +51.6% | -20.5% | +72.1% | +79.9% |
| 1Y | +120.8% | -28.0% | +148.8% | +179.4% |
| 3Y | +464.3% | +134.9% | +329.4% | +353.0% |
| 5Y | +769.2% | +833.2% | -63.9% | +328.0% |
| All | +769.2% | +815.4% | -46.2% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling