+937.0%
AAOI vs FIS
+3.7%
+933.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.8% |
| 7D | +2.9% | -8.9% | +11.8% | +6.9% |
| 30D | -23.1% | -9.9% | -13.2% | -20.3% |
| 3M | -41.0% | 0.0% | -41.0% | -43.6% |
| 6M | -14.3% | -22.9% | +8.6% | -7.7% |
| YTD | +196.3% | -40.9% | +237.2% | +262.2% |
| 1Y | +272.6% | -40.4% | +313.1% | +353.6% |
| 3Y | +775.3% | -25.4% | +800.7% | +851.2% |
| 5Y | +1,290.2% | -64.8% | +1,355.0% | +2,011.8% |
| 10Y | +426.2% | -40.2% | +466.3% | +449.4% |
| All | +937.0% | +3.7% | +933.3% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling