+352.5%
AAOI vs XYL
-23.4%
+375.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.2% | +4.6% |
| 7D | -0.7% | -5.0% | +4.4% | -1.9% |
| 30D | -17.9% | -13.2% | -4.7% | -20.9% |
| 3M | -48.0% | -3.7% | -44.3% | -48.9% |
| 6M | +5.8% | -17.7% | +23.5% | +5.1% |
| YTD | +202.7% | -21.5% | +224.2% | +174.9% |
| 1Y | +352.5% | -24.5% | +377.0% | +385.1% |
| All | +352.5% | -23.4% | +375.9% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling