-77.6%
AAOI vs PENG
-7.3%
-70.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -1.9% |
| 7D | -0.5% | +13.2% | -13.7% | -8.1% |
| 30D | -42.1% | -29.9% | -12.2% | -27.2% |
| 3M | -61.6% | -22.2% | -39.4% | -55.3% |
| 6M | -77.6% | -1.9% | -75.8% | -79.3% |
| All | -77.6% | -7.3% | -70.3% | -79.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling