+390.7%
LLY vs AAOI
+1,229.3%
-838.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | 0.0% |
| 7D | -3.2% | +2.9% | -6.1% | -3.2% |
| 30D | -7.4% | -23.1% | +15.7% | -7.0% |
| 3M | -1.0% | -41.0% | +40.0% | -0.3% |
| 6M | +12.5% | -14.3% | +26.8% | +11.4% |
| YTD | +5.0% | +196.3% | -191.3% | -0.3% |
| 1Y | +49.8% | +272.6% | -222.9% | +40.4% |
| 3Y | +95.5% | +775.3% | -679.9% | +75.0% |
| 5Y | +390.7% | +1,290.2% | -899.5% | +352.3% |
| All | +390.7% | +1,229.3% | -838.7% | +352.3% |
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