+1,290.2%
AAOI vs PENG
+100.5%
+1,189.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -1.5% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -23.1% | -15.2% | -7.9% | -14.8% |
| 3M | -41.0% | -16.9% | -24.1% | -36.2% |
| 6M | -14.3% | +161.5% | -175.8% | -52.3% |
| YTD | +196.3% | +148.6% | +47.7% | +66.5% |
| 1Y | +272.6% | +89.6% | +183.0% | +144.7% |
| 3Y | +775.3% | +99.8% | +675.6% | +408.2% |
| 5Y | +1,290.2% | +100.9% | +1,189.3% | +654.5% |
| All | +1,290.2% | +100.5% | +1,189.6% | +654.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling