+53.8%
AAOI vs PENG
+762.7%
-708.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +2.4% |
| 7D | -0.7% | +4.5% | -5.2% | -2.5% |
| 30D | -17.9% | -7.1% | -10.8% | -14.9% |
| 3M | -48.0% | -27.3% | -20.7% | -41.1% |
| 6M | +5.8% | +169.6% | -163.7% | -28.5% |
| YTD | +202.7% | +164.6% | +38.1% | +103.4% |
| 1Y | +352.5% | +109.5% | +243.1% | +235.3% |
| 3Y | +657.0% | +98.9% | +558.1% | +441.6% |
| 5Y | +1,267.0% | +116.3% | +1,150.7% | +825.1% |
| All | +53.8% | +762.7% | -708.9% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling