+1,286.4%
AAOI vs STRL
+2,035.9%
-749.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.1% |
| 7D | +2.9% | +5.4% | -2.5% | -0.1% |
| 30D | -23.1% | -9.0% | -14.1% | -17.9% |
| 3M | -41.0% | -37.1% | -4.0% | -22.7% |
| 6M | -14.3% | +17.8% | -32.1% | -30.5% |
| YTD | +196.3% | +58.3% | +138.0% | +99.9% |
| 1Y | +272.6% | +61.0% | +211.6% | +150.1% |
| 3Y | +775.3% | +517.8% | +257.5% | +223.5% |
| All | +1,286.4% | +2,035.9% | -749.5% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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