+416.0%
AAOI vs PPG
+26.9%
+389.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -0.2% | -6.2% | +6.1% | +4.0% |
| 30D | -23.7% | -7.9% | -15.8% | -19.6% |
| 3M | -39.0% | -10.2% | -28.8% | -34.7% |
| 6M | -17.0% | +2.7% | -19.7% | -19.4% |
| YTD | +202.2% | +4.9% | +197.4% | +183.4% |
| 1Y | +292.4% | -3.2% | +295.6% | +288.3% |
| 3Y | +804.4% | -17.0% | +821.4% | +905.9% |
| 5Y | +1,318.0% | -23.3% | +1,341.4% | +1,522.4% |
| All | +416.0% | +26.9% | +389.1% | +337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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