+352.5%
AAOI vs SPG
+21.3%
+331.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +4.0% |
| 7D | -0.7% | -2.4% | +1.7% | -3.2% |
| 30D | -17.9% | -6.8% | -11.1% | -23.8% |
| 3M | -48.0% | +2.7% | -50.7% | -47.3% |
| 6M | +5.8% | +5.5% | +0.4% | +9.3% |
| YTD | +202.7% | +15.7% | +187.0% | +236.1% |
| 1Y | +352.5% | +20.9% | +331.7% | +385.3% |
| All | +352.5% | +21.3% | +331.2% | +385.3% |
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