-77.6%
AAOI vs XLP
+11.2%
-88.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -0.6% |
| 7D | -0.5% | +2.5% | -3.0% | +8.5% |
| 30D | -42.1% | +7.3% | -49.4% | -22.2% |
| 3M | -61.6% | +8.1% | -69.7% | -45.2% |
| 6M | -77.6% | +10.5% | -88.1% | -62.4% |
| All | -77.6% | +11.2% | -88.8% | -62.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling