+416.0%
AAOI vs TSEM
+1,313.0%
-897.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.8% |
| 7D | -0.2% | -4.9% | +4.7% | +3.7% |
| 30D | -23.7% | -18.7% | -5.0% | -9.7% |
| 3M | -39.0% | -18.1% | -20.9% | -27.1% |
| 6M | -17.0% | +77.1% | -94.1% | -42.2% |
| YTD | +202.2% | +80.1% | +122.1% | +113.7% |
| 1Y | +292.4% | +220.4% | +72.0% | +89.3% |
| 3Y | +804.4% | +650.1% | +154.3% | +181.4% |
| 5Y | +1,318.0% | +628.9% | +689.2% | +331.7% |
| All | +416.0% | +1,313.0% | -897.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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