+150.3%
AAOI vs XLC
+145.0%
+5.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.8% |
| 7D | -0.2% | +0.5% | -0.7% | -0.8% |
| 30D | -23.7% | +2.1% | -25.8% | -26.4% |
| 3M | -39.0% | +0.7% | -39.7% | -41.1% |
| 6M | -17.0% | -3.2% | -13.8% | -15.6% |
| YTD | +202.2% | -3.8% | +206.0% | +208.3% |
| 1Y | +292.4% | -2.0% | +294.4% | +297.7% |
| 3Y | +804.4% | +71.4% | +733.0% | +423.6% |
| 5Y | +1,318.0% | +40.7% | +1,277.3% | +908.1% |
| All | +150.3% | +145.0% | +5.3% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling