+416.0%
AAOI vs PEP
+78.2%
+337.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -23.7% | -0.7% | -23.0% | -23.7% |
| 3M | -39.0% | -4.1% | -34.9% | -39.0% |
| 6M | -17.0% | -13.1% | -4.0% | -15.7% |
| YTD | +202.2% | -2.1% | +204.4% | +201.9% |
| 1Y | +292.4% | -1.7% | +294.1% | +290.7% |
| 3Y | +804.4% | -15.1% | +819.5% | +816.6% |
| 5Y | +1,318.0% | +3.1% | +1,314.9% | +1,221.3% |
| All | +416.0% | +78.2% | +337.8% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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