+416.0%
AAOI vs SPYG
+424.6%
-8.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.7% |
| 7D | -0.2% | -0.9% | +0.7% | +1.3% |
| 30D | -23.7% | -1.5% | -22.2% | -21.6% |
| 3M | -39.0% | +3.7% | -42.8% | -40.0% |
| 6M | -17.0% | +16.4% | -33.5% | -30.6% |
| YTD | +202.2% | +13.3% | +188.9% | +166.3% |
| 1Y | +292.4% | +17.9% | +274.5% | +237.7% |
| 3Y | +804.4% | +98.3% | +706.0% | +372.6% |
| 5Y | +1,318.0% | +86.4% | +1,231.6% | +712.4% |
| All | +416.0% | +424.6% | -8.6% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling