+416.0%
AAOI vs STM
+672.2%
-256.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.0% |
| 7D | -0.2% | -1.4% | +1.2% | +0.8% |
| 30D | -23.7% | -4.9% | -18.8% | -20.4% |
| 3M | -39.0% | -34.0% | -5.0% | -18.5% |
| 6M | -17.0% | +51.8% | -68.9% | -35.9% |
| YTD | +202.2% | +99.4% | +102.9% | +96.5% |
| 1Y | +292.4% | +99.1% | +193.3% | +155.3% |
| 3Y | +804.4% | +19.5% | +784.9% | +683.7% |
| 5Y | +1,318.0% | +19.5% | +1,298.5% | +1,092.5% |
| All | +416.0% | +672.2% | -256.2% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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