+1,314.2%
AAOI vs STLA
-62.8%
+1,377.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.0% |
| 7D | -0.2% | -2.9% | +2.7% | +1.1% |
| 30D | -23.7% | +0.9% | -24.6% | -24.5% |
| 3M | -39.0% | -21.6% | -17.4% | -32.3% |
| 6M | -17.0% | -21.6% | +4.6% | -9.2% |
| YTD | +202.2% | -50.4% | +252.7% | +295.7% |
| 1Y | +292.4% | -43.6% | +336.0% | +367.1% |
| 3Y | +804.4% | -66.4% | +870.8% | +1,295.5% |
| All | +1,314.2% | -62.8% | +1,377.1% | +1,729.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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