-27.3%
AAOI vs PENG
+689.3%
-716.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -3.2% |
| 7D | -0.5% | +13.2% | -13.7% | -5.5% |
| 30D | -42.1% | -29.9% | -12.2% | -31.8% |
| 3M | -61.6% | -22.2% | -39.4% | -56.9% |
| 6M | -77.6% | -1.9% | -75.8% | -77.4% |
| YTD | +43.1% | +142.1% | -99.0% | +0.3% |
| 1Y | +138.6% | +151.5% | -12.9% | +65.8% |
| 3Y | +353.5% | +206.9% | +146.6% | +204.2% |
| 5Y | +720.6% | +58.2% | +662.3% | +516.5% |
| All | -27.3% | +689.3% | -716.6% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling