+405.8%
AAOI vs XLP
+106.5%
+299.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.9% | -2.5% | +5.4% | +3.7% |
| 30D | -23.1% | -1.9% | -21.2% | -22.9% |
| 3M | -41.0% | -2.1% | -38.9% | -41.4% |
| 6M | -14.3% | -1.8% | -12.4% | -15.3% |
| YTD | +196.3% | +8.3% | +188.0% | +179.0% |
| 1Y | +272.6% | +6.8% | +265.8% | +251.8% |
| 3Y | +775.3% | +25.7% | +749.6% | +646.3% |
| 5Y | +1,290.2% | +31.9% | +1,258.3% | +1,029.0% |
| All | +405.8% | +106.5% | +299.3% | +217.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling