+1,314.2%
AAOI vs SIMO
+315.3%
+998.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | -2.6% |
| 7D | -0.2% | +11.0% | -11.2% | -6.7% |
| 30D | -23.7% | +17.9% | -41.6% | -30.8% |
| 3M | -39.0% | +3.9% | -42.9% | -40.5% |
| 6M | -17.0% | +131.0% | -148.1% | -53.4% |
| YTD | +202.2% | +209.3% | -7.1% | +36.6% |
| 1Y | +292.4% | +223.8% | +68.7% | +78.0% |
| 3Y | +804.4% | +479.2% | +325.1% | +206.0% |
| All | +1,314.2% | +315.3% | +998.9% | +443.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling