+48.8%
AAOI vs NRG
-51.3%
+100.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.2% | -17.6% | -18.3% |
| 7D | -40.8% | -17.0% | -23.8% | -31.4% |
| 30D | -64.0% | -21.9% | -42.1% | -56.1% |
| 3M | -63.5% | -32.9% | -30.6% | -50.0% |
| 6M | -74.0% | -48.4% | -25.6% | -56.0% |
| YTD | +34.5% | -48.7% | +83.2% | +121.8% |
| 1Y | +48.8% | -52.8% | +101.6% | +185.0% |
| All | +48.8% | -51.3% | +100.1% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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