+957.8%
AAOI vs SPY
+460.2%
+497.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.2% |
| YTD | +202.2% | +12.7% | +189.6% | +159.1% |
| 1Y | +292.4% | +17.5% | +274.9% | +224.6% |
| 3Y | +804.4% | +76.9% | +727.5% | +389.9% |
| 5Y | +1,318.0% | +83.6% | +1,234.5% | +654.1% |
| 10Y | +436.7% | +320.7% | +116.0% | -8.0% |
| All | +957.8% | +460.2% | +497.7% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling