+726.0%
AAOI vs XLP
+44.5%
+681.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.1% |
| 7D | -0.5% | +2.5% | -3.0% | +0.5% |
| 30D | -42.1% | +7.3% | -49.4% | -40.4% |
| 3M | -61.6% | +8.1% | -69.7% | -60.2% |
| 6M | -77.6% | +10.5% | -88.1% | -76.7% |
| YTD | +43.1% | +21.2% | +21.9% | +46.6% |
| 1Y | +138.6% | +22.7% | +115.9% | +143.4% |
| 3Y | +353.5% | +44.8% | +308.7% | +336.2% |
| All | +726.0% | +44.5% | +681.5% | +743.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling