+826.4%
AAOI vs XLP
+25.5%
+800.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.9% |
| 7D | +4.7% | -2.9% | +7.6% | +3.0% |
| 30D | -18.7% | -2.2% | -16.5% | -19.5% |
| 3M | -33.7% | -0.6% | -33.2% | -33.9% |
| 6M | -2.4% | -2.2% | -0.3% | -2.4% |
| YTD | +209.6% | +8.3% | +201.3% | +206.6% |
| 1Y | +355.0% | +5.7% | +349.3% | +353.8% |
| All | +826.4% | +25.5% | +800.9% | +577.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling