+957.8%
AAOI vs IAG
+309.3%
+648.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | -23.7% | +12.1% | -35.8% | -25.5% |
| 3M | -39.0% | +25.5% | -64.5% | -41.6% |
| 6M | -17.0% | -7.1% | -9.9% | -16.3% |
| YTD | +202.2% | +22.9% | +179.4% | +190.8% |
| 1Y | +292.4% | +83.3% | +209.1% | +254.8% |
| 3Y | +804.4% | +808.5% | -4.1% | +536.3% |
| 5Y | +1,318.0% | +838.0% | +480.1% | +853.1% |
| 10Y | +436.7% | +418.2% | +18.6% | +270.5% |
| All | +957.8% | +309.3% | +648.5% | +602.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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