+1,314.2%
AAOI vs SGI
+47.3%
+1,266.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | -0.2% | -4.5% | +4.3% | +2.5% |
| 30D | -23.7% | +4.2% | -27.9% | -25.9% |
| 3M | -39.0% | -7.4% | -31.6% | -37.1% |
| 6M | -17.0% | -15.1% | -2.0% | -11.6% |
| YTD | +202.2% | -24.7% | +226.9% | +237.4% |
| 1Y | +292.4% | -21.8% | +314.2% | +322.0% |
| 3Y | +804.4% | +50.0% | +754.3% | +557.9% |
| All | +1,314.2% | +47.3% | +1,266.9% | +840.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling