+100.9%
AAOI vs SPYG
+10.8%
+90.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -11.5% |
| 7D | -27.9% | -2.8% | -25.1% | -20.5% |
| 30D | -51.2% | -6.2% | -45.1% | -38.0% |
| 3M | -55.0% | -3.6% | -51.4% | -46.8% |
| 6M | -65.7% | +4.8% | -70.5% | -65.9% |
| YTD | +70.0% | +11.0% | +59.0% | +55.4% |
| 1Y | +100.9% | +11.2% | +89.7% | +86.2% |
| All | +100.9% | +10.8% | +90.1% | +86.2% |
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