+416.0%
AAOI vs UL
+66.7%
+349.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | -23.7% | +0.5% | -24.2% | -23.8% |
| 3M | -39.0% | +7.2% | -46.3% | -40.0% |
| 6M | -17.0% | -3.1% | -14.0% | -17.0% |
| YTD | +202.2% | -2.7% | +205.0% | +201.5% |
| 1Y | +292.4% | -10.2% | +302.6% | +297.6% |
| 3Y | +804.4% | +20.3% | +784.1% | +716.9% |
| 5Y | +1,318.0% | +19.9% | +1,298.1% | +1,157.7% |
| All | +416.0% | +66.7% | +349.3% | +293.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling