+343.3%
AAOI vs RRX
+209.2%
+134.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -5.2% | -3.9% | -5.3% |
| 7D | -9.3% | -5.5% | -3.7% | -5.2% |
| 30D | -36.3% | -12.3% | -24.0% | -29.5% |
| 3M | -43.4% | -27.4% | -15.9% | -27.6% |
| 6M | -1.1% | -17.1% | +16.0% | +13.7% |
| YTD | +174.7% | +10.0% | +164.7% | +156.0% |
| 1Y | +253.7% | +11.7% | +242.0% | +232.7% |
| 3Y | +881.7% | +3.2% | +878.5% | +874.4% |
| 5Y | +1,228.2% | +14.3% | +1,213.8% | +1,111.7% |
| 10Y | +343.3% | +214.1% | +129.3% | +96.3% |
| All | +343.3% | +209.2% | +134.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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