+16.7%
AOSL vs SPY
+312.5%
-295.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +3.6% | -0.4% | +4.0% | +4.2% |
| 30D | -26.2% | -1.4% | -24.8% | -24.4% |
| 3M | -37.8% | +3.7% | -41.5% | -40.7% |
| 6M | +28.5% | +13.0% | +15.5% | +8.2% |
| YTD | +28.8% | +12.4% | +16.4% | +9.4% |
| 1Y | -8.5% | +18.5% | -27.1% | -27.8% |
| 3Y | -13.2% | +77.6% | -90.8% | -60.9% |
| 5Y | -10.1% | +81.7% | -91.8% | -57.4% |
| 10Y | +16.7% | +319.7% | -303.0% | -84.5% |
| All | +16.7% | +312.5% | -295.8% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling