+416.0%
AAOI vs RF
+342.9%
+73.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | -23.7% | -3.7% | -20.0% | -22.2% |
| 3M | -39.0% | +5.3% | -44.4% | -41.3% |
| 6M | -17.0% | +17.2% | -34.3% | -25.2% |
| YTD | +202.2% | +14.5% | +187.8% | +170.8% |
| 1Y | +292.4% | +15.9% | +276.5% | +250.0% |
| 3Y | +804.4% | +91.2% | +713.2% | +550.7% |
| 5Y | +1,318.0% | +90.0% | +1,228.0% | +887.9% |
| All | +416.0% | +342.9% | +73.1% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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