+983.6%
AAOI vs SPGI
+671.2%
+312.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.7% | -1.6% |
| 7D | +4.7% | -3.1% | +7.7% | +6.4% |
| 30D | -18.7% | +2.0% | -20.8% | -20.9% |
| 3M | -33.7% | +4.3% | -38.1% | -38.1% |
| 6M | -2.4% | -0.2% | -2.2% | -8.4% |
| YTD | +209.6% | -14.8% | +224.4% | +215.6% |
| 1Y | +355.0% | -18.5% | +373.6% | +376.3% |
| 3Y | +814.7% | +16.0% | +798.7% | +663.2% |
| 5Y | +1,298.1% | +2.2% | +1,295.9% | +1,181.9% |
| 10Y | +449.8% | +296.4% | +153.4% | +85.7% |
| All | +983.6% | +671.2% | +312.4% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling