+1,314.2%
AAOI vs WAB
+221.8%
+1,092.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -23.7% | -4.1% | -19.6% | -20.1% |
| 3M | -39.0% | +8.2% | -47.2% | -44.2% |
| 6M | -17.0% | +15.4% | -32.4% | -30.0% |
| YTD | +202.2% | +33.1% | +169.1% | +115.8% |
| 1Y | +292.4% | +48.1% | +244.3% | +155.6% |
| 3Y | +804.4% | +167.7% | +636.7% | +336.0% |
| All | +1,314.2% | +221.8% | +1,092.5% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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