+2.8%
GLD vs AAOI
+91.2%
-88.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.3% | +11.0% | +3.9% |
| 7D | -0.3% | -27.9% | +27.6% | +0.9% |
| 30D | -1.9% | -51.2% | +49.4% | +0.5% |
| 3M | -0.4% | -55.0% | +54.5% | +2.0% |
| 6M | -10.2% | -65.7% | +55.6% | -7.9% |
| YTD | -6.0% | +70.0% | -76.0% | -9.1% |
| 1Y | +2.8% | +100.9% | -98.1% | -1.0% |
| All | +2.8% | +91.2% | -88.4% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling