+100.9%
AAOI vs SGI
-10.7%
+111.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.8% | -14.2% | -6.6% |
| 7D | -27.9% | +12.1% | -40.0% | -27.0% |
| 30D | -51.2% | +12.1% | -63.3% | -50.6% |
| 3M | -55.0% | +0.4% | -55.4% | -54.3% |
| 6M | -65.7% | -4.0% | -61.7% | -64.3% |
| YTD | +70.0% | -21.2% | +91.3% | +70.3% |
| 1Y | +100.9% | -12.1% | +113.0% | +103.9% |
| All | +100.9% | -10.7% | +111.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling