+100.9%
AAOI vs XLB
+29.8%
+71.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.5% | -9.8% | -9.8% |
| 7D | -27.9% | +3.9% | -31.8% | -31.3% |
| 30D | -51.2% | +8.9% | -60.1% | -56.2% |
| 3M | -55.0% | +4.1% | -59.1% | -57.3% |
| 6M | -65.7% | +7.3% | -73.0% | -68.8% |
| YTD | +70.0% | +20.4% | +49.6% | +23.5% |
| 1Y | +100.9% | +29.5% | +71.4% | +24.3% |
| All | +100.9% | +29.8% | +71.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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