+957.8%
AAOI vs MXL
+799.5%
+158.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | -1.6% |
| 7D | -0.2% | +18.9% | -19.0% | -8.4% |
| 30D | -23.7% | +0.3% | -24.0% | -23.5% |
| 3M | -39.0% | -8.0% | -31.0% | -37.6% |
| 6M | -17.0% | +341.2% | -358.3% | -65.8% |
| YTD | +202.2% | +327.8% | -125.6% | +26.1% |
| 1Y | +292.4% | +364.9% | -72.5% | +58.0% |
| 3Y | +804.4% | +229.2% | +575.2% | +301.6% |
| 5Y | +1,318.0% | +42.8% | +1,275.3% | +739.9% |
| 10Y | +436.7% | +303.1% | +133.6% | +99.1% |
| All | +957.8% | +799.5% | +158.3% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling