+416.0%
AAOI vs TCOM
-9.8%
+425.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -0.2% | -4.9% | +4.7% | +1.4% |
| 30D | -23.7% | -14.4% | -9.3% | -20.0% |
| 3M | -39.0% | -17.7% | -21.4% | -35.5% |
| 6M | -17.0% | -25.1% | +8.1% | -9.0% |
| YTD | +202.2% | -45.7% | +248.0% | +262.1% |
| 1Y | +292.4% | -47.9% | +340.3% | +374.9% |
| 3Y | +804.4% | +8.9% | +795.4% | +730.0% |
| 5Y | +1,318.0% | +26.9% | +1,291.2% | +1,047.2% |
| All | +416.0% | -9.8% | +425.8% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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