+416.0%
AAOI vs NRG
+1,083.9%
-668.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.1% |
| 7D | -0.2% | -4.7% | +4.5% | +2.6% |
| 30D | -23.7% | -6.0% | -17.7% | -20.7% |
| 3M | -39.0% | -8.0% | -31.1% | -36.9% |
| 6M | -17.0% | -23.2% | +6.1% | -5.3% |
| YTD | +202.2% | -28.1% | +230.3% | +259.8% |
| 1Y | +292.4% | -27.3% | +319.7% | +374.3% |
| 3Y | +804.4% | +208.7% | +595.7% | +519.8% |
| 5Y | +1,318.0% | +197.7% | +1,120.4% | +869.3% |
| All | +416.0% | +1,083.9% | -668.0% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling