+1,314.2%
AAOI vs XLU
+42.8%
+1,271.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.2% | -1.6% | +1.4% | +1.0% |
| 30D | -23.7% | -3.3% | -20.4% | -21.9% |
| 3M | -39.0% | -3.2% | -35.9% | -38.1% |
| 6M | -17.0% | -7.0% | -10.1% | -13.4% |
| YTD | +202.2% | +0.6% | +201.6% | +200.2% |
| 1Y | +292.4% | +2.4% | +290.0% | +290.0% |
| 3Y | +804.4% | +46.3% | +758.1% | +702.8% |
| All | +1,314.2% | +42.8% | +1,271.5% | +1,249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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