+352.5%
AAOI vs SPYG
+22.6%
+329.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.3% | +5.6% |
| 7D | -0.7% | +0.4% | -1.0% | -2.1% |
| 30D | -17.9% | -0.4% | -17.5% | -16.4% |
| 3M | -48.0% | +0.5% | -48.5% | -45.9% |
| 6M | +5.8% | +17.5% | -11.6% | -27.5% |
| YTD | +202.7% | +14.3% | +188.4% | +127.1% |
| 1Y | +352.5% | +21.7% | +330.8% | +150.5% |
| All | +352.5% | +22.6% | +329.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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