+416.0%
AAOI vs SO
+159.0%
+257.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | -23.7% | -5.0% | -18.7% | -23.8% |
| 3M | -39.0% | -5.8% | -33.3% | -39.2% |
| 6M | -17.0% | -7.9% | -9.1% | -17.2% |
| YTD | +202.2% | +2.4% | +199.8% | +201.7% |
| 1Y | +292.4% | -2.3% | +294.7% | +291.7% |
| 3Y | +804.4% | +41.9% | +762.5% | +766.6% |
| 5Y | +1,318.0% | +58.1% | +1,260.0% | +1,231.3% |
| All | +416.0% | +159.0% | +257.0% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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