+352.5%
AAOI vs FIX
+128.3%
+224.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +2.8% |
| 7D | -0.7% | +6.0% | -6.7% | -7.5% |
| 30D | -17.9% | -7.2% | -10.7% | -9.2% |
| 3M | -48.0% | -15.9% | -32.1% | -33.8% |
| 6M | +5.8% | +12.7% | -6.9% | -1.2% |
| YTD | +202.7% | +72.8% | +129.9% | +79.0% |
| 1Y | +352.5% | +122.9% | +229.6% | +109.8% |
| All | +352.5% | +128.3% | +224.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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