+416.0%
AAOI vs SHW
+288.7%
+127.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.1% |
| 7D | -0.2% | -3.1% | +3.0% | +1.3% |
| 30D | -23.7% | -10.0% | -13.7% | -19.8% |
| 3M | -39.0% | +2.3% | -41.3% | -40.5% |
| 6M | -17.0% | +0.7% | -17.7% | -19.3% |
| YTD | +202.2% | +0.5% | +201.7% | +190.9% |
| 1Y | +292.4% | -11.5% | +303.9% | +303.5% |
| 3Y | +804.4% | +21.3% | +783.0% | +703.5% |
| 5Y | +1,318.0% | +12.5% | +1,305.5% | +1,174.5% |
| All | +416.0% | +288.7% | +127.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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