+1,290.2%
AAOI vs RF
+85.9%
+1,204.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +2.9% | -1.6% | +4.5% | +4.0% |
| 30D | -23.1% | -4.3% | -18.8% | -20.8% |
| 3M | -41.0% | +5.9% | -46.9% | -44.1% |
| 6M | -14.3% | +14.1% | -28.4% | -24.0% |
| YTD | +196.3% | +13.8% | +182.5% | +155.0% |
| 1Y | +272.6% | +15.2% | +257.4% | +218.0% |
| 3Y | +775.3% | +90.6% | +684.8% | +448.0% |
| 5Y | +1,290.2% | +88.9% | +1,201.3% | +696.8% |
| All | +1,290.2% | +85.9% | +1,204.2% | +696.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling