+416.0%
AAOI vs RL
+311.3%
+104.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -0.2% | -3.4% | +3.3% | +1.4% |
| 30D | -23.7% | -14.4% | -9.2% | -18.2% |
| 3M | -39.0% | -13.6% | -25.4% | -35.3% |
| 6M | -17.0% | +0.6% | -17.6% | -18.7% |
| YTD | +202.2% | -3.6% | +205.8% | +198.0% |
| 1Y | +292.4% | +8.3% | +284.1% | +267.0% |
| 3Y | +804.4% | +204.8% | +599.6% | +501.3% |
| 5Y | +1,318.0% | +232.9% | +1,085.1% | +790.0% |
| All | +416.0% | +311.3% | +104.7% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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