+158.3%
AAOI vs REPL
-9.7%
+168.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -3.1% |
| 7D | +4.7% | -9.6% | +14.2% | +5.5% |
| 30D | -18.7% | +5.7% | -24.4% | -19.2% |
| 3M | -33.7% | +56.4% | -90.1% | -38.2% |
| 6M | -2.4% | +67.4% | -69.9% | -16.8% |
| YTD | +209.6% | +48.7% | +160.9% | +166.3% |
| 1Y | +355.0% | +148.3% | +206.7% | +246.6% |
| 3Y | +814.7% | -26.7% | +841.3% | +552.3% |
| 5Y | +1,298.1% | -54.1% | +1,352.2% | +946.6% |
| All | +158.3% | -9.7% | +168.0% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling