+292.4%
AAOI vs XLF
+9.3%
+283.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.2% |
| 7D | -0.2% | -1.5% | +1.3% | -0.5% |
| 30D | -23.7% | -1.2% | -22.5% | -23.8% |
| 3M | -39.0% | +9.2% | -48.2% | -38.5% |
| 6M | -17.0% | +16.3% | -33.4% | -17.5% |
| YTD | +202.2% | +5.4% | +196.8% | +222.6% |
| 1Y | +292.4% | +7.6% | +284.8% | +288.2% |
| All | +292.4% | +9.3% | +283.1% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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