+416.0%
AAOI vs SPG
+64.5%
+351.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -1.2% | +1.0% | +0.4% |
| 30D | -23.7% | -6.1% | -17.6% | -21.8% |
| 3M | -39.0% | -3.6% | -35.4% | -38.8% |
| 6M | -17.0% | +10.4% | -27.5% | -22.2% |
| YTD | +202.2% | +14.4% | +187.9% | +177.4% |
| 1Y | +292.4% | +16.5% | +275.9% | +256.3% |
| 3Y | +804.4% | +106.8% | +697.6% | +575.0% |
| 5Y | +1,318.0% | +108.9% | +1,209.1% | +957.7% |
| All | +416.0% | +64.5% | +351.5% | +282.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling