+418.8%
AAOI vs XLRE
+109.5%
+309.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | -0.2% | -1.2% | +1.0% | +0.8% |
| 30D | -23.7% | -2.4% | -21.3% | -22.3% |
| 3M | -39.0% | -2.5% | -36.5% | -38.8% |
| 6M | -17.0% | +4.0% | -21.0% | -21.2% |
| YTD | +202.2% | +9.3% | +193.0% | +174.8% |
| 1Y | +292.4% | +5.6% | +286.8% | +268.3% |
| 3Y | +804.4% | +31.3% | +773.1% | +642.6% |
| 5Y | +1,318.0% | +9.5% | +1,308.5% | +1,216.4% |
| 10Y | +436.7% | +89.0% | +347.7% | +278.3% |
| All | +418.8% | +109.5% | +309.2% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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