+1,314.2%
AAOI vs SRE
+45.6%
+1,268.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -0.2% | -0.8% | +0.7% | +0.4% |
| 30D | -23.7% | -3.0% | -20.7% | -22.7% |
| 3M | -39.0% | -8.3% | -30.7% | -36.6% |
| 6M | -17.0% | -8.9% | -8.1% | -13.6% |
| YTD | +202.2% | -4.3% | +206.5% | +206.0% |
| 1Y | +292.4% | +2.7% | +289.7% | +284.7% |
| 3Y | +804.4% | +28.7% | +775.7% | +741.1% |
| All | +1,314.2% | +45.6% | +1,268.7% | +1,357.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling