+416.0%
AAOI vs XRT
+128.2%
+287.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +0.6% |
| 7D | -0.2% | -3.2% | +3.0% | +3.1% |
| 30D | -23.7% | -4.5% | -19.2% | -20.8% |
| 3M | -39.0% | -3.1% | -35.9% | -38.5% |
| 6M | -17.0% | +4.2% | -21.3% | -23.0% |
| YTD | +202.2% | -0.1% | +202.3% | +190.1% |
| 1Y | +292.4% | -3.0% | +295.5% | +293.1% |
| 3Y | +804.4% | +41.8% | +762.6% | +592.1% |
| 5Y | +1,318.0% | -1.3% | +1,319.3% | +1,370.3% |
| All | +416.0% | +128.2% | +287.8% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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