+1,051.5%
AAOI vs SGOV
+20.3%
+1,031.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.9% |
| 30D | -23.7% | +0.3% | -24.0% | -27.2% |
| 3M | -39.0% | +0.9% | -40.0% | -47.6% |
| 6M | -17.0% | +1.8% | -18.9% | -38.9% |
| YTD | +202.2% | +2.5% | +199.7% | +101.1% |
| 1Y | +292.4% | +3.8% | +288.6% | +113.3% |
| 3Y | +804.4% | +14.4% | +790.0% | -14.6% |
| 5Y | +1,318.0% | +20.2% | +1,297.9% | +33.0% |
| All | +1,051.5% | +20.3% | +1,031.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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