+100.9%
AAOI vs SPGI
+3.2%
+97.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.4% | -10.7% | -4.1% |
| 7D | -27.9% | +7.2% | -35.1% | -22.5% |
| 30D | -51.2% | +23.2% | -74.5% | -40.4% |
| 3M | -55.0% | +17.0% | -72.0% | -46.7% |
| 6M | -65.7% | +20.4% | -86.2% | -57.5% |
| YTD | +70.0% | -1.9% | +71.9% | +98.5% |
| 1Y | +100.9% | +2.9% | +98.0% | +143.4% |
| All | +100.9% | +3.2% | +97.7% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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