+416.0%
AAOI vs PHM
+568.1%
-152.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | -0.2% | -5.0% | +4.8% | +2.0% |
| 30D | -23.7% | -8.4% | -15.3% | -21.0% |
| 3M | -39.0% | -4.4% | -34.6% | -38.7% |
| 6M | -17.0% | -3.7% | -13.3% | -18.1% |
| YTD | +202.2% | +1.3% | +201.0% | +186.0% |
| 1Y | +292.4% | -14.0% | +306.4% | +301.0% |
| 3Y | +804.4% | +48.1% | +756.3% | +620.0% |
| 5Y | +1,318.0% | +158.8% | +1,159.3% | +810.7% |
| All | +416.0% | +568.1% | -152.2% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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