+416.0%
AAOI vs XYL
+150.5%
+265.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -0.2% | +1.2% | -1.4% | -0.8% |
| 30D | -23.7% | -11.9% | -11.8% | -17.3% |
| 3M | -39.0% | -1.5% | -37.5% | -39.5% |
| 6M | -17.0% | -11.9% | -5.1% | -12.0% |
| YTD | +202.2% | -20.6% | +222.8% | +235.6% |
| 1Y | +292.4% | -23.5% | +315.9% | +352.3% |
| 3Y | +804.4% | +14.9% | +789.5% | +740.9% |
| 5Y | +1,318.0% | -15.3% | +1,333.3% | +1,426.9% |
| All | +416.0% | +150.5% | +265.5% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling