+957.8%
AAOI vs PSLV
+139.4%
+818.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -3.5% | +3.3% | +1.2% |
| 30D | -23.7% | -2.1% | -21.5% | -22.9% |
| 3M | -39.0% | -1.6% | -37.4% | -38.3% |
| 6M | -17.0% | -25.5% | +8.5% | -6.5% |
| YTD | +202.2% | -11.4% | +213.7% | +209.5% |
| 1Y | +292.4% | +48.6% | +243.8% | +235.6% |
| 3Y | +804.4% | +166.9% | +637.5% | +545.4% |
| 5Y | +1,318.0% | +152.4% | +1,165.6% | +919.2% |
| 10Y | +436.7% | +187.8% | +249.0% | +255.3% |
| All | +957.8% | +139.4% | +818.4% | +634.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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