+352.5%
AAOI vs XLI
+18.3%
+334.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.0% |
| 7D | -0.7% | -1.1% | +0.4% | +2.1% |
| 30D | -17.9% | -5.9% | -12.0% | -2.4% |
| 3M | -48.0% | -0.3% | -47.7% | -45.5% |
| 6M | +5.8% | +0.1% | +5.7% | +14.3% |
| YTD | +202.7% | +13.6% | +189.1% | +102.6% |
| 1Y | +352.5% | +17.2% | +335.3% | +201.7% |
| All | +352.5% | +18.3% | +334.2% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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