+2,599.5%
SOXX vs AAOI
+953.6%
+1,645.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | -3.6% | -23.7% | +20.1% | -0.4% |
| 3M | -10.2% | -39.0% | +28.9% | -5.4% |
| 6M | +54.2% | -17.0% | +71.3% | +51.1% |
| YTD | +75.2% | +202.2% | -127.0% | +39.8% |
| 1Y | +107.5% | +292.4% | -184.9% | +56.9% |
| 3Y | +226.8% | +804.4% | -577.6% | +91.1% |
| 5Y | +251.2% | +1,318.0% | -1,066.8% | +66.3% |
| 10Y | +1,567.6% | +436.7% | +1,130.9% | +665.5% |
| All | +2,599.5% | +953.6% | +1,645.9% | +1,046.2% |
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