+416.0%
AAOI vs MS
+806.9%
-390.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.4% |
| 7D | -0.2% | -1.5% | +1.4% | +1.0% |
| 30D | -23.7% | -1.5% | -22.2% | -23.1% |
| 3M | -39.0% | +1.4% | -40.4% | -39.0% |
| 6M | -17.0% | +34.7% | -51.7% | -31.8% |
| YTD | +202.2% | +22.7% | +179.5% | +160.2% |
| 1Y | +292.4% | +40.1% | +252.3% | +212.5% |
| 3Y | +804.4% | +181.4% | +623.0% | +393.3% |
| 5Y | +1,318.0% | +142.6% | +1,175.4% | +724.4% |
| All | +416.0% | +806.9% | -390.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling