+126.1%
GLD vs AAOI
+793.5%
-667.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.0% |
| 7D | +0.1% | +4.7% | -4.5% | 0.0% |
| 30D | +0.2% | -18.7% | +18.9% | +0.5% |
| 3M | +3.2% | -33.7% | +37.0% | +3.6% |
| 6M | -14.6% | -2.4% | -12.2% | -15.2% |
| YTD | +1.8% | +209.6% | -207.8% | -1.0% |
| 1Y | +20.7% | +355.0% | -334.3% | +16.7% |
| All | +126.1% | +793.5% | -667.4% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling