+460.4%
AAOI vs WING
+412.0%
+48.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -23.1% | -0.5% | -22.6% | -23.4% |
| 3M | -41.0% | -23.9% | -17.2% | -37.9% |
| 6M | -14.3% | -48.9% | +34.6% | +0.8% |
| YTD | +196.3% | -53.3% | +249.6% | +244.8% |
| 1Y | +272.6% | -60.3% | +332.9% | +351.7% |
| 3Y | +775.3% | -30.1% | +805.4% | +727.6% |
| 5Y | +1,290.2% | -36.2% | +1,326.4% | +1,165.0% |
| 10Y | +426.2% | +375.3% | +50.9% | +160.9% |
| All | +460.4% | +412.0% | +48.5% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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