+1,314.2%
AAOI vs SPY
+82.3%
+1,232.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | -0.1% |
| 7D | -0.2% | -0.8% | +0.6% | +1.8% |
| 30D | -23.7% | -1.1% | -22.6% | -21.8% |
| 3M | -39.0% | +3.9% | -42.9% | -42.6% |
| 6M | -17.0% | +13.6% | -30.7% | -35.7% |
| YTD | +202.2% | +12.7% | +189.6% | +140.1% |
| 1Y | +292.4% | +17.5% | +274.9% | +195.3% |
| 3Y | +804.4% | +76.9% | +727.5% | +291.0% |
| All | +1,314.2% | +82.3% | +1,232.0% | +487.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling