+959.5%
AAOI vs PPL
+117.0%
+842.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -0.7% | +2.7% | -3.3% | -1.4% |
| 30D | -17.9% | +0.5% | -18.4% | -18.0% |
| 3M | -48.0% | +0.7% | -48.6% | -48.4% |
| 6M | +5.8% | -7.6% | +13.4% | +7.4% |
| YTD | +202.7% | +1.8% | +200.9% | +199.2% |
| 1Y | +352.5% | -0.8% | +353.3% | +350.2% |
| 3Y | +657.0% | +56.9% | +600.2% | +549.3% |
| 5Y | +1,267.0% | +39.5% | +1,227.4% | +1,113.5% |
| 10Y | +502.7% | +55.4% | +447.3% | +412.0% |
| All | +959.5% | +117.0% | +842.6% | +722.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling