+100.9%
AAOI vs PENG
+120.5%
-19.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.1% | +1.8% | -1.3% |
| 7D | -27.9% | -20.5% | -7.4% | -16.1% |
| 30D | -51.2% | -20.4% | -30.9% | -44.1% |
| 3M | -55.0% | -16.4% | -38.6% | -49.9% |
| 6M | -65.7% | +49.2% | -115.0% | -76.6% |
| YTD | +70.0% | +147.2% | -77.2% | -27.7% |
| 1Y | +100.9% | +124.7% | -23.8% | -3.7% |
| All | +100.9% | +120.5% | -19.6% | -3.7% |
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