+416.0%
AAOI vs SIRI
-10.2%
+426.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -0.2% | +0.6% | -0.7% | -0.4% |
| 30D | -23.7% | +2.5% | -26.2% | -24.4% |
| 3M | -39.0% | +6.6% | -45.6% | -41.3% |
| 6M | -17.0% | +32.9% | -49.9% | -27.2% |
| YTD | +202.2% | +50.5% | +151.8% | +149.0% |
| 1Y | +292.4% | +28.0% | +264.4% | +245.2% |
| 3Y | +804.4% | -22.4% | +826.8% | +825.0% |
| 5Y | +1,318.0% | -41.3% | +1,359.3% | +1,363.1% |
| All | +416.0% | -10.2% | +426.2% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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