+416.0%
AAOI vs RSG
+428.9%
-13.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -23.7% | +4.0% | -27.7% | -24.4% |
| 3M | -39.0% | +7.4% | -46.4% | -40.7% |
| 6M | -17.0% | +0.1% | -17.2% | -18.1% |
| YTD | +202.2% | +6.0% | +196.2% | +192.3% |
| 1Y | +292.4% | -3.0% | +295.4% | +290.1% |
| 3Y | +804.4% | +56.5% | +747.9% | +619.7% |
| 5Y | +1,318.0% | +90.9% | +1,227.1% | +914.5% |
| All | +416.0% | +428.9% | -13.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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