+983.6%
AAOI vs PEP
+152.8%
+830.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.1% |
| 7D | +4.7% | -1.7% | +6.3% | +4.9% |
| 30D | -18.7% | +0.3% | -19.0% | -18.9% |
| 3M | -33.7% | -3.2% | -30.5% | -33.8% |
| 6M | -2.4% | -13.6% | +11.1% | -0.3% |
| YTD | +209.6% | -1.9% | +211.5% | +208.5% |
| 1Y | +355.0% | -0.6% | +355.6% | +350.3% |
| 3Y | +814.7% | -13.6% | +828.2% | +821.3% |
| 5Y | +1,298.1% | +3.2% | +1,294.8% | +1,189.7% |
| 10Y | +449.8% | +79.1% | +370.8% | +289.2% |
| All | +983.6% | +152.8% | +830.9% | +580.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling