+1,314.2%
AAOI vs NRG
+194.8%
+1,119.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.8% |
| 7D | -0.2% | -4.7% | +4.5% | +3.6% |
| 30D | -23.7% | -6.0% | -17.7% | -19.7% |
| 3M | -39.0% | -8.0% | -31.1% | -36.6% |
| 6M | -17.0% | -23.2% | +6.1% | -1.5% |
| YTD | +202.2% | -28.1% | +230.3% | +278.6% |
| 1Y | +292.4% | -27.3% | +319.7% | +400.4% |
| 3Y | +804.4% | +208.7% | +595.7% | +420.2% |
| All | +1,314.2% | +194.8% | +1,119.4% | +777.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling