+1,314.2%
AAOI vs XLE
+222.8%
+1,091.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -0.2% | +1.7% | -1.8% | -1.2% |
| 30D | -23.7% | +6.7% | -30.4% | -27.0% |
| 3M | -39.0% | +14.9% | -53.9% | -45.2% |
| 6M | -17.0% | +15.9% | -32.9% | -26.0% |
| YTD | +202.2% | +47.7% | +154.5% | +128.4% |
| 1Y | +292.4% | +50.7% | +241.7% | +192.4% |
| 3Y | +804.4% | +57.9% | +746.5% | +575.3% |
| All | +1,314.2% | +222.8% | +1,091.4% | +845.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 5y: compounded portfolio wealth divided by compounded XLE 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…
5y analysis · Full analysis span regression · 6 months rolling