+400.9%
AAOI vs MOD
+835.6%
-434.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +27.9% | -33.5% | -17.3% |
| 7D | -0.5% | +40.4% | -40.9% | -16.1% |
| 30D | -42.1% | -14.0% | -28.1% | -39.5% |
| 3M | -61.6% | -33.3% | -28.3% | -55.0% |
| 6M | -77.6% | -51.4% | -26.2% | -70.1% |
| YTD | +43.1% | +1.6% | +41.5% | +44.2% |
| 1Y | +138.6% | +5.4% | +133.2% | +138.2% |
| 3Y | +353.5% | +191.0% | +162.6% | +259.8% |
| 5Y | +720.6% | +1,093.1% | -372.6% | +351.6% |
| 10Y | +99.8% | +1,095.2% | -995.4% | -15.3% |
| All | +400.9% | +835.6% | -434.7% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling