+804.4%
AAOI vs TLN
+471.2%
+333.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -0.2% | -1.3% | +1.2% | +0.9% |
| 30D | -23.7% | -14.3% | -9.4% | -14.4% |
| 3M | -39.0% | -9.3% | -29.7% | -34.0% |
| 6M | -17.0% | -1.1% | -15.9% | -16.8% |
| YTD | +202.2% | -16.6% | +218.8% | +228.8% |
| 1Y | +292.4% | -22.0% | +314.4% | +353.4% |
| 3Y | +804.4% | +470.2% | +334.2% | +239.9% |
| All | +804.4% | +471.2% | +333.2% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling