+1,314.2%
AAOI vs SFM
+213.6%
+1,100.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -0.2% | -10.6% | +10.5% | +0.2% |
| 30D | -23.7% | -15.5% | -8.2% | -23.3% |
| 3M | -39.0% | -17.4% | -21.6% | -38.7% |
| 6M | -17.0% | -3.4% | -13.6% | -17.3% |
| YTD | +202.2% | -8.7% | +210.9% | +201.8% |
| 1Y | +292.4% | -47.2% | +339.6% | +322.2% |
| 3Y | +804.4% | +82.7% | +721.7% | +857.4% |
| All | +1,314.2% | +213.6% | +1,100.6% | +1,872.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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