+416.0%
AAOI vs XYZ
+610.4%
-194.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -4.3% | +4.1% | +1.5% |
| 30D | -23.7% | +1.2% | -24.9% | -24.5% |
| 3M | -39.0% | +14.6% | -53.7% | -42.7% |
| 6M | -17.0% | +22.6% | -39.6% | -24.4% |
| YTD | +202.2% | +21.7% | +180.5% | +177.0% |
| 1Y | +292.4% | +6.7% | +285.7% | +280.6% |
| 3Y | +804.4% | +46.8% | +757.5% | +686.5% |
| 5Y | +1,318.0% | -68.0% | +1,386.1% | +1,679.1% |
| All | +416.0% | +610.4% | -194.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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