+1,314.2%
AAOI vs WTW
+42.0%
+1,272.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -5.7% | +5.6% | +0.2% |
| 30D | -23.7% | -7.3% | -16.4% | -23.4% |
| 3M | -39.0% | +21.5% | -60.5% | -40.5% |
| 6M | -17.0% | +9.6% | -26.7% | -17.8% |
| YTD | +202.2% | -3.3% | +205.5% | +208.1% |
| 1Y | +292.4% | -6.1% | +298.5% | +304.2% |
| 3Y | +804.4% | +61.8% | +742.5% | +532.1% |
| All | +1,314.2% | +42.0% | +1,272.2% | +948.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling