+416.0%
AAOI vs NEM
+319.0%
+96.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -1.0% | +0.8% | +0.2% |
| 30D | -23.7% | +7.8% | -31.5% | -26.0% |
| 3M | -39.0% | +30.2% | -69.2% | -44.8% |
| 6M | -17.0% | +9.6% | -26.6% | -19.8% |
| YTD | +202.2% | +27.8% | +174.4% | +178.7% |
| 1Y | +292.4% | +60.7% | +231.7% | +236.5% |
| 3Y | +804.4% | +245.3% | +559.1% | +506.3% |
| 5Y | +1,318.0% | +155.3% | +1,162.7% | +900.9% |
| All | +416.0% | +319.0% | +96.9% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling