+1,314.2%
AAOI vs TYL
-29.1%
+1,343.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.2% | -7.5% | +7.4% | +2.9% |
| 30D | -23.7% | +6.0% | -29.7% | -26.7% |
| 3M | -39.0% | +13.9% | -53.0% | -45.7% |
| 6M | -17.0% | -3.3% | -13.7% | -21.0% |
| YTD | +202.2% | -25.8% | +228.1% | +237.4% |
| 1Y | +292.4% | -39.2% | +331.6% | +410.7% |
| 3Y | +804.4% | -13.2% | +817.5% | +756.7% |
| All | +1,314.2% | -29.1% | +1,343.3% | +1,387.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling