+416.0%
AAOI vs STT
+271.9%
+144.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -0.2% | -0.4% | +0.3% | +0.1% |
| 30D | -23.7% | +1.7% | -25.4% | -24.7% |
| 3M | -39.0% | +17.9% | -56.9% | -45.1% |
| 6M | -17.0% | +55.3% | -72.3% | -37.1% |
| YTD | +202.2% | +52.7% | +149.6% | +129.2% |
| 1Y | +292.4% | +75.7% | +216.8% | +176.4% |
| 3Y | +804.4% | +197.9% | +606.5% | +393.4% |
| 5Y | +1,318.0% | +158.8% | +1,159.3% | +691.3% |
| All | +416.0% | +271.9% | +144.0% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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