+1,020.0%
AAOI vs MSCI
+1,465.6%
-445.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.8% | +9.5% | +7.8% |
| 7D | +7.9% | -2.1% | +10.0% | +8.9% |
| 30D | -17.8% | -1.7% | -16.0% | -17.7% |
| 3M | -43.3% | -8.2% | -35.0% | -42.7% |
| 6M | +16.7% | -2.4% | +19.1% | +11.2% |
| YTD | +220.0% | -2.8% | +222.8% | +202.1% |
| 1Y | +372.1% | -2.7% | +374.7% | +342.9% |
| 3Y | +845.3% | +7.3% | +838.0% | +739.4% |
| 5Y | +1,333.8% | -11.4% | +1,345.2% | +1,297.1% |
| 10Y | +457.2% | +605.8% | -148.6% | +31.9% |
| All | +1,020.0% | +1,465.6% | -445.6% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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