+269.2%
AAOI vs MULL
+2,337.2%
-2,068.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | -0.2% | -8.4% | +8.3% | +3.2% |
| 30D | -23.7% | +9.7% | -33.4% | -26.7% |
| 3M | -39.0% | -26.8% | -12.3% | -36.5% |
| 6M | -17.0% | +220.7% | -237.7% | -64.0% |
| YTD | +202.2% | +509.0% | -306.8% | -13.1% |
| 1Y | +292.4% | +1,739.5% | -1,447.1% | -42.4% |
| All | +269.2% | +2,337.2% | -2,068.0% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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