+100.9%
AAOI vs UL
+1.7%
+99.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.3% | -10.6% | -3.3% |
| 7D | -27.9% | +4.7% | -32.6% | -23.1% |
| 30D | -51.2% | +11.6% | -62.8% | -43.7% |
| 3M | -55.0% | +5.3% | -60.3% | -50.0% |
| 6M | -65.7% | +16.0% | -81.8% | -57.7% |
| YTD | +70.0% | +5.0% | +65.1% | +109.6% |
| 1Y | +100.9% | +1.1% | +99.8% | +146.9% |
| All | +100.9% | +1.7% | +99.2% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling