+100.9%
AAOI vs XBI
+47.5%
+53.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.7% | -10.0% | -9.4% |
| 7D | -27.9% | +1.0% | -28.9% | -28.4% |
| 30D | -51.2% | +1.9% | -53.1% | -51.9% |
| 3M | -55.0% | +4.8% | -59.7% | -57.0% |
| 6M | -65.7% | +19.3% | -85.0% | -69.4% |
| YTD | +70.0% | +30.6% | +39.4% | +35.6% |
| 1Y | +100.9% | +47.9% | +53.0% | +36.0% |
| All | +100.9% | +47.5% | +53.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling