+215.6%
GLD vs AAOI
+979.3%
-763.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +0.9% |
| 7D | +0.1% | +4.7% | -4.5% | +0.1% |
| 30D | +0.2% | -18.7% | +18.9% | +0.4% |
| 3M | +3.2% | -33.7% | +37.0% | +3.4% |
| 6M | -14.6% | -2.4% | -12.2% | -15.0% |
| YTD | +1.8% | +209.6% | -207.8% | 0.0% |
| 1Y | +20.7% | +355.0% | -334.3% | +18.1% |
| 3Y | +126.5% | +814.7% | -688.2% | +118.3% |
| 5Y | +140.0% | +1,298.1% | -1,158.0% | +128.5% |
| 10Y | +218.2% | +449.8% | -231.6% | +207.0% |
| All | +215.6% | +979.3% | -763.7% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling