+224.0%
AAOI vs MXL
+311.1%
-87.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -13.1% | +4.0% | -3.3% |
| 7D | -9.3% | +3.3% | -12.5% | -10.8% |
| 30D | -36.3% | -23.6% | -12.6% | -28.2% |
| 3M | -43.4% | -23.3% | -20.1% | -36.9% |
| 6M | -1.1% | +283.6% | -284.7% | -59.2% |
| YTD | +174.7% | +271.7% | -97.0% | +13.3% |
| All | +224.0% | +311.1% | -87.2% | +25.8% |
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