+16.7%
AOSL vs SPY
+314.4%
-297.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +2.2% |
| 7D | +7.9% | +0.5% | +7.4% | +6.8% |
| 30D | -29.3% | -0.9% | -28.4% | -28.2% |
| 3M | -42.3% | +3.9% | -46.2% | -45.1% |
| 6M | +28.4% | +14.5% | +13.9% | +5.6% |
| YTD | +28.8% | +12.9% | +15.9% | +8.5% |
| 1Y | -10.7% | +19.4% | -30.0% | -30.4% |
| 3Y | -13.2% | +78.5% | -91.7% | -61.2% |
| 5Y | -9.6% | +81.8% | -91.4% | -57.3% |
| All | +16.7% | +314.4% | -297.7% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling