+983.6%
AAOI vs SPG
+167.3%
+816.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.2% |
| 7D | +4.7% | -1.7% | +6.3% | +5.4% |
| 30D | -18.7% | -6.3% | -12.5% | -16.7% |
| 3M | -33.7% | -2.4% | -31.3% | -33.9% |
| 6M | -2.4% | +9.6% | -12.1% | -8.3% |
| YTD | +209.6% | +14.2% | +195.4% | +184.2% |
| 1Y | +355.0% | +19.3% | +335.7% | +308.4% |
| 3Y | +814.7% | +106.7% | +708.0% | +580.6% |
| 5Y | +1,298.1% | +104.2% | +1,193.8% | +947.1% |
| 10Y | +449.8% | +63.7% | +386.1% | +325.6% |
| All | +983.6% | +167.3% | +816.3% | +632.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling