+416.0%
AAOI vs SIMO
+605.2%
-189.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | -1.9% |
| 7D | -0.2% | +11.0% | -11.2% | -5.8% |
| 30D | -23.7% | +17.9% | -41.6% | -29.7% |
| 3M | -39.0% | +3.9% | -42.9% | -40.0% |
| 6M | -17.0% | +131.0% | -148.1% | -48.1% |
| YTD | +202.2% | +209.3% | -7.1% | +60.3% |
| 1Y | +292.4% | +223.8% | +68.7% | +109.1% |
| 3Y | +804.4% | +479.2% | +325.1% | +282.3% |
| 5Y | +1,318.0% | +316.0% | +1,002.0% | +544.7% |
| All | +416.0% | +605.2% | -189.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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