-21.6%
AAOI vs MXL
+5.8%
-27.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | -4.1% |
| 7D | -0.2% | +18.9% | -19.0% | -14.1% |
| 30D | -23.7% | +0.3% | -24.0% | -24.2% |
| All | -21.6% | +5.8% | -27.3% | -26.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling