+937.0%
AAOI vs XRT
+143.0%
+794.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.5% |
| 7D | +2.9% | -3.6% | +6.5% | +6.7% |
| 30D | -23.1% | -6.7% | -16.4% | -18.3% |
| 3M | -41.0% | -1.4% | -39.6% | -41.7% |
| 6M | -14.3% | +1.7% | -16.0% | -18.4% |
| YTD | +196.3% | -1.5% | +197.8% | +188.3% |
| 1Y | +272.6% | -2.5% | +275.1% | +270.2% |
| 3Y | +775.3% | +39.9% | +735.4% | +576.3% |
| 5Y | +1,290.2% | -2.6% | +1,292.8% | +1,375.4% |
| 10Y | +426.2% | +123.1% | +303.1% | +150.0% |
| All | +937.0% | +143.0% | +794.1% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling