+1,143.9%
AAOI vs S
-57.1%
+1,201.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -23.7% | -11.4% | -12.3% | -20.6% |
| 3M | -39.0% | +33.8% | -72.8% | -47.8% |
| 6M | -17.0% | +39.5% | -56.5% | -31.9% |
| YTD | +202.2% | +31.7% | +170.6% | +150.1% |
| 1Y | +292.4% | +7.0% | +285.4% | +259.8% |
| 3Y | +804.4% | +11.8% | +792.6% | +761.4% |
| 5Y | +1,318.0% | -69.0% | +1,387.1% | +1,633.0% |
| All | +1,143.9% | -57.1% | +1,201.0% | +1,364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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