+416.0%
AAOI vs URA
+346.2%
+69.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +4.4% |
| 7D | -0.2% | -5.5% | +5.3% | +4.1% |
| 30D | -23.7% | -3.7% | -20.0% | -21.8% |
| 3M | -39.0% | -2.9% | -36.1% | -36.0% |
| 6M | -17.0% | -15.2% | -1.8% | -3.7% |
| YTD | +202.2% | +1.9% | +200.4% | +212.9% |
| 1Y | +292.4% | +6.9% | +285.5% | +296.7% |
| 3Y | +804.4% | +99.6% | +704.8% | +534.2% |
| 5Y | +1,318.0% | +101.2% | +1,216.9% | +854.0% |
| All | +416.0% | +346.2% | +69.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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