+416.0%
AAOI vs ROL
+211.6%
+204.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -3.2% | +3.0% | +0.8% |
| 30D | -23.7% | -4.9% | -18.8% | -22.7% |
| 3M | -39.0% | -25.8% | -13.2% | -33.4% |
| 6M | -17.0% | -37.6% | +20.5% | -4.3% |
| YTD | +202.2% | -41.5% | +243.7% | +257.1% |
| 1Y | +292.4% | -39.5% | +331.9% | +354.3% |
| 3Y | +804.4% | +0.1% | +804.2% | +726.3% |
| 5Y | +1,318.0% | -4.6% | +1,322.6% | +1,202.0% |
| All | +416.0% | +211.6% | +204.3% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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