+804.4%
AAOI vs REPL
-34.7%
+839.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.1% |
| 7D | -0.2% | -14.1% | +13.9% | +0.3% |
| 30D | -23.7% | -15.2% | -8.5% | -23.4% |
| 3M | -39.0% | +49.9% | -88.9% | -40.6% |
| 6M | -17.0% | +63.5% | -80.6% | -20.6% |
| YTD | +202.2% | +32.9% | +169.3% | +192.3% |
| 1Y | +292.4% | +115.0% | +177.4% | +256.6% |
| 3Y | +804.4% | -34.7% | +839.1% | +733.9% |
| All | +804.4% | -34.7% | +839.1% | +733.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling