+416.0%
AAOI vs WTW
+198.0%
+217.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -5.7% | +5.6% | +1.5% |
| 30D | -23.7% | -7.3% | -16.4% | -22.3% |
| 3M | -39.0% | +21.5% | -60.5% | -43.3% |
| 6M | -17.0% | +9.6% | -26.7% | -21.3% |
| YTD | +202.2% | -3.3% | +205.5% | +196.2% |
| 1Y | +292.4% | -6.1% | +298.5% | +287.8% |
| 3Y | +804.4% | +61.8% | +742.5% | +555.9% |
| 5Y | +1,318.0% | +42.7% | +1,275.4% | +1,007.0% |
| All | +416.0% | +198.0% | +217.9% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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