+937.0%
AAOI vs SGI
+533.7%
+403.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.0% |
| 7D | +2.9% | -4.9% | +7.8% | +5.1% |
| 30D | -23.1% | +1.6% | -24.7% | -24.0% |
| 3M | -41.0% | -3.2% | -37.9% | -40.8% |
| 6M | -14.3% | -16.0% | +1.8% | -9.8% |
| YTD | +196.3% | -25.4% | +221.7% | +222.4% |
| 1Y | +272.6% | -21.6% | +294.2% | +293.9% |
| 3Y | +775.3% | +52.9% | +722.5% | +621.5% |
| 5Y | +1,290.2% | +47.5% | +1,242.7% | +1,018.8% |
| 10Y | +426.2% | +263.5% | +162.7% | +166.8% |
| All | +937.0% | +533.7% | +403.4% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling