+352.5%
AAOI vs PENG
+118.5%
+234.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +0.7% |
| 7D | -0.7% | +4.5% | -5.2% | -3.7% |
| 30D | -17.9% | -7.1% | -10.8% | -13.1% |
| 3M | -48.0% | -27.3% | -20.7% | -37.8% |
| 6M | +5.8% | +169.6% | -163.7% | -55.7% |
| YTD | +202.7% | +164.6% | +38.1% | +22.2% |
| 1Y | +352.5% | +109.5% | +243.1% | +100.5% |
| All | +352.5% | +118.5% | +234.0% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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