+292.4%
AAOI vs FIS
-40.5%
+332.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.1% |
| 7D | -0.2% | -7.9% | +7.7% | -5.2% |
| 30D | -23.7% | -8.0% | -15.7% | -27.1% |
| 3M | -39.0% | +0.6% | -39.6% | -39.5% |
| 6M | -17.0% | -22.2% | +5.2% | -19.6% |
| YTD | +202.2% | -40.8% | +243.0% | +207.9% |
| 1Y | +292.4% | -41.5% | +333.9% | +312.0% |
| All | +292.4% | -40.5% | +332.9% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling