+145.3%
AAOI vs XLC
+142.6%
+2.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -5.1% |
| 7D | +2.9% | -1.7% | +4.6% | +4.9% |
| 30D | -23.1% | +0.2% | -23.3% | -24.1% |
| 3M | -41.0% | +0.7% | -41.7% | -43.1% |
| 6M | -14.3% | -4.5% | -9.8% | -11.4% |
| YTD | +196.3% | -4.7% | +201.0% | +205.9% |
| 1Y | +272.6% | -1.5% | +274.1% | +274.4% |
| 3Y | +775.3% | +72.2% | +703.1% | +404.8% |
| 5Y | +1,290.2% | +39.3% | +1,250.9% | +900.6% |
| All | +145.3% | +142.6% | +2.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling