-14.3%
AAOI vs SPG
+10.0%
-24.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.2% |
| 7D | +2.9% | -2.2% | +5.1% | -0.9% |
| 30D | -23.1% | -5.8% | -17.3% | -30.1% |
| 3M | -41.0% | -2.8% | -38.2% | -44.4% |
| 6M | -14.3% | +8.9% | -23.2% | -16.0% |
| All | -14.3% | +10.0% | -24.3% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling