+400.9%
AAOI vs XLP
+223.4%
+177.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.1% |
| 7D | -0.5% | +2.5% | -3.0% | -1.3% |
| 30D | -42.1% | +7.3% | -49.4% | -43.9% |
| 3M | -61.6% | +8.1% | -69.7% | -63.2% |
| 6M | -77.6% | +10.5% | -88.1% | -79.1% |
| YTD | +43.1% | +21.2% | +21.9% | +26.3% |
| 1Y | +138.6% | +22.7% | +115.9% | +108.6% |
| 3Y | +353.5% | +44.8% | +308.7% | +249.7% |
| 5Y | +720.6% | +44.7% | +675.8% | +518.4% |
| 10Y | +99.8% | +139.1% | -39.3% | -1.6% |
| All | +400.9% | +223.4% | +177.5% | +90.8% |
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