+957.8%
AAOI vs XYL
+351.5%
+606.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.8% |
| 30D | -23.7% | -11.9% | -11.8% | -17.1% |
| 3M | -39.0% | -1.5% | -37.5% | -39.5% |
| 6M | -17.0% | -11.9% | -5.1% | -11.8% |
| YTD | +202.2% | -20.6% | +222.8% | +236.9% |
| 1Y | +292.4% | -23.5% | +315.9% | +354.2% |
| 3Y | +804.4% | +14.9% | +789.5% | +733.9% |
| 5Y | +1,318.0% | -15.3% | +1,333.3% | +1,440.8% |
| 10Y | +436.7% | +148.6% | +288.1% | +165.5% |
| All | +957.8% | +351.5% | +606.4% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling