+1,314.2%
AAOI vs PRU
+44.9%
+1,269.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.5% |
| 7D | -0.2% | -2.3% | +2.1% | +1.4% |
| 30D | -23.7% | -1.7% | -22.0% | -23.1% |
| 3M | -39.0% | +13.2% | -52.3% | -45.5% |
| 6M | -17.0% | +28.8% | -45.8% | -33.1% |
| YTD | +202.2% | +9.8% | +192.5% | +171.9% |
| 1Y | +292.4% | +17.4% | +275.0% | +231.9% |
| 3Y | +804.4% | +44.9% | +759.5% | +600.6% |
| All | +1,314.2% | +44.9% | +1,269.4% | +960.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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