+272.6%
AAOI vs PENG
+97.0%
+175.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -1.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -23.1% | -15.2% | -7.9% | -13.5% |
| 3M | -41.0% | -16.9% | -24.1% | -36.2% |
| 6M | -14.3% | +161.5% | -175.8% | -62.3% |
| YTD | +196.3% | +148.6% | +47.7% | +28.9% |
| 1Y | +272.6% | +89.6% | +183.0% | +93.8% |
| All | +272.6% | +97.0% | +175.6% | +93.8% |
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