+292.4%
AAOI vs SPG
+19.1%
+273.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.1% |
| 7D | -0.2% | -1.2% | +1.0% | -1.5% |
| 30D | -23.7% | -6.1% | -17.6% | -28.5% |
| 3M | -39.0% | -3.6% | -35.4% | -41.6% |
| 6M | -17.0% | +10.4% | -27.5% | -14.4% |
| YTD | +202.2% | +14.4% | +187.9% | +228.3% |
| 1Y | +292.4% | +16.5% | +275.9% | +292.5% |
| All | +292.4% | +19.1% | +273.3% | +292.5% |
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