+457.6%
SPY vs AAOI
+979.3%
-521.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.3% |
| 7D | -0.4% | +4.7% | -5.0% | -0.7% |
| 30D | -1.4% | -18.7% | +17.4% | -0.5% |
| 3M | +3.7% | -33.7% | +37.4% | +5.0% |
| 6M | +13.0% | -2.4% | +15.4% | +9.7% |
| YTD | +12.4% | +209.6% | -197.2% | -0.2% |
| 1Y | +18.5% | +355.0% | -336.5% | +1.3% |
| 3Y | +77.6% | +814.7% | -737.0% | +33.7% |
| 5Y | +81.7% | +1,298.1% | -1,216.4% | +22.7% |
| 10Y | +319.7% | +449.8% | -130.2% | +172.5% |
| All | +457.6% | +979.3% | -521.7% | +245.1% |
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