+1,314.2%
AAOI vs NEM
+155.2%
+1,159.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | -23.7% | +7.8% | -31.5% | -26.7% |
| 3M | -39.0% | +30.2% | -69.2% | -46.6% |
| 6M | -17.0% | +9.6% | -26.6% | -20.8% |
| YTD | +202.2% | +27.8% | +174.4% | +171.1% |
| 1Y | +292.4% | +60.7% | +231.7% | +220.5% |
| 3Y | +804.4% | +245.3% | +559.1% | +433.8% |
| All | +1,314.2% | +155.2% | +1,159.1% | +864.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling