-22.2%
AAOI vs PEP
-0.3%
-21.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.4% |
| 7D | +2.9% | -1.4% | +4.3% | -1.6% |
| 30D | -23.1% | -0.2% | -22.9% | -22.0% |
| All | -22.2% | -0.3% | -21.9% | -19.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling