+1,314.2%
AAOI vs ROL
-5.1%
+1,319.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.4% |
| 30D | -23.7% | -4.9% | -18.8% | -23.1% |
| 3M | -39.0% | -25.8% | -13.2% | -35.7% |
| 6M | -17.0% | -37.6% | +20.5% | -8.7% |
| YTD | +202.2% | -41.5% | +243.7% | +239.7% |
| 1Y | +292.4% | -39.5% | +331.9% | +334.5% |
| 3Y | +804.4% | +0.1% | +804.2% | +715.5% |
| All | +1,314.2% | -5.1% | +1,319.3% | +1,096.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling