+352.5%
AAOI vs REPL
+161.1%
+191.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.7% |
| 30D | -17.9% | +27.1% | -45.0% | -17.9% |
| 3M | -48.0% | +52.4% | -100.4% | -48.2% |
| 6M | +5.8% | +107.4% | -101.6% | +12.4% |
| YTD | +202.7% | +54.7% | +148.0% | +225.8% |
| 1Y | +352.5% | +158.9% | +193.7% | +360.8% |
| All | +352.5% | +161.1% | +191.4% | +360.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling