+416.0%
AAOI vs TYL
+101.5%
+314.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -0.2% | -7.5% | +7.4% | +3.4% |
| 30D | -23.7% | +6.0% | -29.7% | -27.0% |
| 3M | -39.0% | +13.9% | -53.0% | -46.2% |
| 6M | -17.0% | -3.3% | -13.7% | -21.9% |
| YTD | +202.2% | -25.8% | +228.1% | +227.6% |
| 1Y | +292.4% | -39.2% | +331.6% | +385.3% |
| 3Y | +804.4% | -13.2% | +817.5% | +763.8% |
| 5Y | +1,318.0% | -28.6% | +1,346.7% | +1,439.1% |
| All | +416.0% | +101.5% | +314.5% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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