+100.9%
AAOI vs XLP
+24.3%
+76.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.4% | -10.7% | +0.6% |
| 7D | -27.9% | +5.9% | -33.8% | -16.5% |
| 30D | -51.2% | +13.5% | -64.7% | -33.0% |
| 3M | -55.0% | +8.4% | -63.4% | -42.6% |
| 6M | -65.7% | +11.5% | -77.3% | -52.9% |
| YTD | +70.0% | +20.6% | +49.4% | +181.6% |
| 1Y | +100.9% | +24.3% | +76.6% | +222.7% |
| All | +100.9% | +24.3% | +76.6% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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