+1,290.2%
AAOI vs PPL
+35.3%
+1,254.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +2.9% | -2.6% | +5.5% | +3.4% |
| 30D | -23.1% | -3.0% | -20.1% | -22.6% |
| 3M | -41.0% | -3.9% | -37.2% | -40.7% |
| 6M | -14.3% | -8.9% | -5.4% | -12.9% |
| YTD | +196.3% | -0.8% | +197.1% | +195.1% |
| 1Y | +272.6% | -2.1% | +274.8% | +272.5% |
| 3Y | +775.3% | +51.4% | +723.9% | +667.1% |
| 5Y | +1,290.2% | +36.3% | +1,253.9% | +1,208.2% |
| All | +1,290.2% | +35.3% | +1,254.9% | +1,208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling