+172.4%
AAOI vs USHY
+49.7%
+122.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.9% |
| 7D | -0.2% | -0.7% | +0.5% | +2.1% |
| 30D | -23.7% | -0.7% | -23.0% | -22.0% |
| 3M | -39.0% | +0.1% | -39.1% | -38.7% |
| 6M | -17.0% | +1.8% | -18.8% | -20.1% |
| YTD | +202.2% | +1.8% | +200.5% | +191.4% |
| 1Y | +292.4% | +3.3% | +289.1% | +267.0% |
| 3Y | +804.4% | +27.0% | +777.4% | +432.0% |
| 5Y | +1,318.0% | +21.0% | +1,297.0% | +866.3% |
| All | +172.4% | +49.7% | +122.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling