+416.0%
AAOI vs NOC
+192.5%
+223.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | +0.8% | -0.9% | -0.2% |
| 30D | -23.7% | -9.7% | -14.0% | -23.5% |
| 3M | -39.0% | -5.6% | -33.4% | -38.9% |
| 6M | -17.0% | -28.6% | +11.5% | -15.1% |
| YTD | +202.2% | -7.9% | +210.1% | +204.9% |
| 1Y | +292.4% | -9.5% | +301.9% | +296.3% |
| 3Y | +804.4% | +28.4% | +776.0% | +775.6% |
| 5Y | +1,318.0% | +59.0% | +1,259.1% | +1,188.2% |
| All | +416.0% | +192.5% | +223.5% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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