+292.4%
AAOI vs XLB
+14.5%
+277.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.5% |
| 7D | -0.2% | -2.8% | +2.7% | +3.8% |
| 30D | -23.7% | -3.1% | -20.6% | -20.5% |
| 3M | -39.0% | -0.2% | -38.9% | -39.7% |
| 6M | -17.0% | +3.1% | -20.1% | -21.5% |
| YTD | +202.2% | +13.3% | +189.0% | +136.8% |
| 1Y | +292.4% | +12.0% | +280.4% | +187.3% |
| All | +292.4% | +14.5% | +277.9% | +187.3% |
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