+1,314.2%
AAOI vs XLV
+33.9%
+1,280.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | -0.2% | -3.6% | +3.4% | +2.9% |
| 30D | -23.7% | -1.8% | -21.9% | -23.4% |
| 3M | -39.0% | +7.8% | -46.8% | -46.2% |
| 6M | -17.0% | +9.1% | -26.2% | -28.3% |
| YTD | +202.2% | +7.7% | +194.5% | +167.2% |
| 1Y | +292.4% | +20.4% | +272.0% | +201.4% |
| 3Y | +804.4% | +30.8% | +773.6% | +556.4% |
| All | +1,314.2% | +33.9% | +1,280.3% | +903.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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