-17.0%
AAOI vs WAB
+15.7%
-32.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -23.7% | -4.1% | -19.6% | -21.6% |
| 3M | -39.0% | +8.2% | -47.2% | -39.8% |
| 6M | -17.0% | +15.4% | -32.4% | -30.9% |
| All | -17.0% | +15.7% | -32.8% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling