+416.0%
AAOI vs SHEL
+214.0%
+202.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -0.2% | +4.1% | -4.3% | -2.0% |
| 30D | -23.7% | +8.4% | -32.1% | -26.6% |
| 3M | -39.0% | +13.7% | -52.7% | -43.2% |
| 6M | -17.0% | +12.7% | -29.7% | -22.2% |
| YTD | +202.2% | +35.3% | +166.9% | +161.9% |
| 1Y | +292.4% | +39.4% | +253.0% | +236.4% |
| 3Y | +804.4% | +71.5% | +732.9% | +612.1% |
| 5Y | +1,318.0% | +195.0% | +1,123.0% | +768.0% |
| All | +416.0% | +214.0% | +202.0% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling