+48.8%
AAOI vs MXL
+206.6%
-157.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -22.1% | +1.2% | -10.3% |
| 7D | -40.8% | -38.1% | -2.7% | -25.0% |
| 30D | -64.0% | -59.5% | -4.5% | -44.6% |
| 3M | -63.5% | -34.3% | -29.2% | -54.2% |
| 6M | -74.0% | -45.8% | -28.3% | -65.7% |
| YTD | +34.5% | +154.2% | -119.7% | -29.4% |
| 1Y | +48.8% | +192.1% | -143.3% | -30.7% |
| All | +48.8% | +206.6% | -157.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling