+416.0%
AAOI vs XME
+421.4%
-5.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.8% |
| 7D | -0.2% | -4.2% | +4.0% | +3.6% |
| 30D | -23.7% | -2.7% | -21.0% | -21.6% |
| 3M | -39.0% | -3.9% | -35.1% | -35.4% |
| 6M | -17.0% | -1.0% | -16.1% | -12.0% |
| YTD | +202.2% | +9.8% | +192.4% | +198.5% |
| 1Y | +292.4% | +32.5% | +259.9% | +242.6% |
| 3Y | +804.4% | +124.3% | +680.0% | +485.0% |
| 5Y | +1,318.0% | +165.8% | +1,152.2% | +710.2% |
| All | +416.0% | +421.4% | -5.4% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling