+1,298.1%
AAOI vs MOD
+1,517.1%
-219.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -1.2% |
| 7D | +4.7% | +3.6% | +1.1% | +2.2% |
| 30D | -18.7% | -2.6% | -16.1% | -16.7% |
| 3M | -33.7% | -33.1% | -0.6% | -14.1% |
| 6M | -2.4% | -7.5% | +5.1% | +5.6% |
| YTD | +209.6% | +39.3% | +170.3% | +155.0% |
| 1Y | +355.0% | +34.3% | +320.8% | +292.9% |
| 3Y | +814.7% | +296.2% | +518.5% | +422.1% |
| 5Y | +1,298.1% | +1,504.6% | -206.5% | +406.9% |
| All | +1,298.1% | +1,517.1% | -219.1% | +406.9% |
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