+1,314.2%
AAOI vs SHOP
-13.7%
+1,327.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.2% |
| 7D | -0.2% | -11.2% | +11.1% | +5.1% |
| 30D | -23.7% | -14.4% | -9.3% | -18.8% |
| 3M | -39.0% | +16.6% | -55.6% | -45.7% |
| 6M | -17.0% | -0.6% | -16.5% | -23.0% |
| YTD | +202.2% | -20.0% | +222.2% | +202.0% |
| 1Y | +292.4% | -11.2% | +303.6% | +276.6% |
| 3Y | +804.4% | +99.5% | +704.9% | +501.0% |
| All | +1,314.2% | -13.7% | +1,327.9% | +957.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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