+1,264.4%
BE vs AAOI
+1,316.1%
-51.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.2% |
| 7D | +9.0% | -0.2% | +9.2% | +9.2% |
| 30D | +16.3% | -23.7% | +40.0% | +22.4% |
| 3M | +10.8% | -39.0% | +49.8% | +21.1% |
| 6M | +73.2% | -17.0% | +90.2% | +70.1% |
| YTD | +217.4% | +202.2% | +15.1% | +128.7% |
| 1Y | +309.8% | +292.4% | +17.4% | +175.0% |
| 3Y | +1,726.2% | +804.4% | +921.8% | +783.9% |
| All | +1,264.4% | +1,316.1% | -51.7% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 5y: compounded portfolio wealth divided by compounded AAOI 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…
5y analysis · Full analysis span regression · 6 months rolling