+689.2%
AAOI vs QS
-46.4%
+735.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.6% |
| 7D | -0.2% | -3.6% | +3.5% | +0.7% |
| 30D | -23.7% | -17.2% | -6.5% | -20.3% |
| 3M | -39.0% | -27.0% | -12.0% | -34.3% |
| 6M | -17.0% | -24.6% | +7.5% | -10.5% |
| YTD | +202.2% | -49.3% | +251.6% | +250.5% |
| 1Y | +292.4% | -40.3% | +332.7% | +341.8% |
| 3Y | +804.4% | -23.8% | +828.2% | +813.9% |
| 5Y | +1,318.0% | -75.0% | +1,393.0% | +1,391.7% |
| All | +689.2% | -46.4% | +735.6% | +979.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling