+959.5%
AAOI vs XLP
+194.3%
+765.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | -0.7% | -1.0% | +0.4% | -0.3% |
| 30D | -17.9% | -0.9% | -17.0% | -18.0% |
| 3M | -48.0% | +3.8% | -51.8% | -50.1% |
| 6M | +5.8% | -1.7% | +7.6% | +4.4% |
| YTD | +202.7% | +10.3% | +192.5% | +179.1% |
| 1Y | +352.5% | +7.8% | +344.7% | +320.4% |
| 3Y | +657.0% | +27.2% | +629.8% | +523.7% |
| 5Y | +1,267.0% | +32.5% | +1,234.4% | +969.4% |
| 10Y | +502.7% | +101.8% | +400.9% | +234.3% |
| All | +959.5% | +194.3% | +765.2% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling