+100.9%
AAOI vs XLC
-5.6%
+106.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.5% | -10.8% | -8.1% |
| 7D | -27.9% | +1.8% | -29.7% | -28.1% |
| 30D | -51.2% | -6.0% | -45.3% | -50.3% |
| 3M | -55.0% | -6.0% | -49.0% | -54.1% |
| 6M | -65.7% | -9.1% | -56.7% | -63.3% |
| YTD | +70.0% | -10.0% | +80.0% | +94.9% |
| 1Y | +100.9% | -5.8% | +106.7% | +99.2% |
| All | +100.9% | -5.6% | +106.5% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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