+416.0%
AAOI vs SLB
-4.6%
+420.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -2.5% | +2.4% | +0.9% |
| 30D | -23.7% | +7.1% | -30.8% | -25.9% |
| 3M | -39.0% | +0.6% | -39.6% | -39.9% |
| 6M | -17.0% | +17.6% | -34.6% | -22.1% |
| YTD | +202.2% | +48.5% | +153.8% | +154.4% |
| 1Y | +292.4% | +59.4% | +233.0% | +220.1% |
| 3Y | +804.4% | -0.4% | +804.7% | +782.0% |
| 5Y | +1,318.0% | +133.8% | +1,184.3% | +836.5% |
| All | +416.0% | -4.6% | +420.6% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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