+1,314.2%
AAOI vs RL
+232.4%
+1,081.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.5% |
| 7D | -0.2% | -3.4% | +3.3% | +2.2% |
| 30D | -23.7% | -14.4% | -9.2% | -15.4% |
| 3M | -39.0% | -13.6% | -25.4% | -33.5% |
| 6M | -17.0% | +0.6% | -17.6% | -20.3% |
| YTD | +202.2% | -3.6% | +205.8% | +192.2% |
| 1Y | +292.4% | +8.3% | +284.1% | +246.9% |
| 3Y | +804.4% | +204.8% | +599.6% | +365.9% |
| All | +1,314.2% | +232.4% | +1,081.8% | +529.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling