+957.8%
AAOI vs SRE
+183.6%
+774.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -0.2% | -0.8% | +0.7% | +0.2% |
| 30D | -23.7% | -3.0% | -20.7% | -23.0% |
| 3M | -39.0% | -8.3% | -30.7% | -37.4% |
| 6M | -17.0% | -8.9% | -8.1% | -14.6% |
| YTD | +202.2% | -4.3% | +206.5% | +205.2% |
| 1Y | +292.4% | +2.7% | +289.7% | +287.2% |
| 3Y | +804.4% | +28.7% | +775.7% | +735.9% |
| 5Y | +1,318.0% | +47.1% | +1,270.9% | +1,152.0% |
| 10Y | +436.7% | +121.7% | +315.0% | +319.6% |
| All | +957.8% | +183.6% | +774.2% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling