+416.0%
AAOI vs PPL
+57.2%
+358.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -0.2% | -2.1% | +2.0% | +0.4% |
| 30D | -23.7% | -3.1% | -20.6% | -23.1% |
| 3M | -39.0% | -3.1% | -35.9% | -38.7% |
| 6M | -17.0% | -8.0% | -9.1% | -15.8% |
| YTD | +202.2% | -0.3% | +202.6% | +200.6% |
| 1Y | +292.4% | -2.2% | +294.6% | +292.0% |
| 3Y | +804.4% | +50.4% | +754.0% | +693.1% |
| 5Y | +1,318.0% | +36.9% | +1,281.2% | +1,177.7% |
| All | +416.0% | +57.2% | +358.8% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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