+100.9%
AAOI vs XYL
-30.7%
+131.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.0% | -12.3% | -4.8% |
| 7D | -27.9% | +14.5% | -42.4% | -22.7% |
| 30D | -51.2% | -1.3% | -49.9% | -50.2% |
| 3M | -55.0% | -17.0% | -38.0% | -56.9% |
| 6M | -65.7% | -11.3% | -54.4% | -65.8% |
| YTD | +70.0% | -25.0% | +95.0% | +44.5% |
| 1Y | +100.9% | -31.5% | +132.5% | +110.3% |
| All | +100.9% | -30.7% | +131.6% | +110.3% |
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