+1,098.6%
AAOI vs SOXQ
+286.7%
+812.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | -0.4% |
| 7D | -0.2% | +0.8% | -0.9% | -1.1% |
| 30D | -23.7% | -4.6% | -19.1% | -17.4% |
| 3M | -39.0% | -10.2% | -28.9% | -25.4% |
| 6M | -17.0% | +49.7% | -66.7% | -48.2% |
| YTD | +202.2% | +67.2% | +135.0% | +66.8% |
| 1Y | +292.4% | +98.0% | +194.4% | +83.8% |
| 3Y | +804.4% | +237.2% | +567.2% | +178.3% |
| 5Y | +1,318.0% | +261.3% | +1,056.7% | +296.8% |
| All | +1,098.6% | +286.7% | +812.0% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 all: compounded portfolio wealth divided by compounded SOXQ 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…
all analysis · Full analysis span regression · 6 months rolling