+400.9%
AAOI vs PPL
+122.3%
+278.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.9% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -42.1% | +2.6% | -44.8% | -42.7% |
| 3M | -61.6% | +0.8% | -62.5% | -61.9% |
| 6M | -77.6% | +1.4% | -79.1% | -77.9% |
| YTD | +43.1% | +4.3% | +38.8% | +40.1% |
| 1Y | +138.6% | +0.8% | +137.8% | +135.8% |
| 3Y | +353.5% | +57.9% | +295.6% | +288.7% |
| 5Y | +720.6% | +48.3% | +672.2% | +613.2% |
| 10Y | +99.8% | +66.4% | +33.4% | +65.6% |
| All | +400.9% | +122.3% | +278.6% | +285.2% |
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 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