+1,314.2%
AAOI vs ON
+60.9%
+1,253.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.5% | -6.5% | -3.8% |
| 7D | -0.2% | +2.4% | -2.5% | -2.3% |
| 30D | -23.7% | -8.6% | -15.1% | -18.5% |
| 3M | -39.0% | -34.3% | -4.7% | -19.8% |
| 6M | -17.0% | +28.5% | -45.6% | -30.5% |
| YTD | +202.2% | +40.6% | +161.6% | +135.8% |
| 1Y | +292.4% | +55.3% | +237.1% | +188.8% |
| 3Y | +804.4% | -22.2% | +826.6% | +830.1% |
| All | +1,314.2% | +60.9% | +1,253.4% | +936.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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