+100.9%
AAOI vs NEM
+50.9%
+50.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.9% | -17.2% | -15.2% |
| 7D | -27.9% | +3.7% | -31.6% | -30.5% |
| 30D | -51.2% | +2.0% | -53.2% | -52.3% |
| 3M | -55.0% | +21.1% | -76.1% | -62.6% |
| 6M | -65.7% | +9.5% | -75.2% | -68.8% |
| YTD | +70.0% | +19.1% | +51.0% | +35.7% |
| 1Y | +100.9% | +51.1% | +49.8% | +29.3% |
| All | +100.9% | +50.9% | +50.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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