+804.4%
AAOI vs SRE
+28.3%
+776.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.6% |
| 7D | -0.2% | -0.8% | +0.7% | +0.6% |
| 30D | -23.7% | -3.0% | -20.7% | -22.4% |
| 3M | -39.0% | -8.3% | -30.7% | -35.7% |
| 6M | -17.0% | -8.9% | -8.1% | -12.3% |
| YTD | +202.2% | -4.3% | +206.5% | +205.9% |
| 1Y | +292.4% | +2.7% | +289.7% | +277.7% |
| 3Y | +804.4% | +28.7% | +775.7% | +740.3% |
| All | +804.4% | +28.3% | +776.1% | +740.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling