+100.9%
AAOI vs REPL
+125.1%
-24.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.3% |
| 7D | -27.9% | +28.8% | -56.7% | -27.6% |
| 30D | -51.2% | +57.3% | -108.6% | -51.0% |
| 3M | -55.0% | +73.6% | -128.5% | -54.5% |
| 6M | -65.7% | +582.8% | -648.6% | -59.9% |
| YTD | +70.0% | +112.9% | -42.8% | +90.1% |
| 1Y | +100.9% | +130.7% | -29.7% | +118.0% |
| All | +100.9% | +125.1% | -24.2% | +118.0% |
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