+100.9%
AAOI vs SPG
+34.3%
+66.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -3.8% |
| 7D | -27.9% | +8.2% | -36.1% | -20.4% |
| 30D | -51.2% | +13.5% | -64.7% | -42.9% |
| 3M | -55.0% | +2.2% | -57.2% | -53.0% |
| 6M | -65.7% | +15.9% | -81.6% | -60.8% |
| YTD | +70.0% | +27.6% | +42.4% | +109.2% |
| 1Y | +100.9% | +30.9% | +70.0% | +139.8% |
| All | +100.9% | +34.3% | +66.6% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling