+416.0%
AAOI vs SPY
+322.5%
+93.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +0.5% |
| 7D | -0.2% | -0.8% | +0.6% | +1.2% |
| 30D | -23.7% | -1.1% | -22.6% | -22.3% |
| 3M | -39.0% | +3.9% | -42.9% | -41.4% |
| 6M | -17.0% | +13.6% | -30.7% | -30.4% |
| YTD | +202.2% | +12.7% | +189.6% | +158.6% |
| 1Y | +292.4% | +17.5% | +274.9% | +223.8% |
| 3Y | +804.4% | +76.9% | +727.5% | +393.5% |
| 5Y | +1,318.0% | +83.6% | +1,234.5% | +661.4% |
| All | +416.0% | +322.5% | +93.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling