+416.0%
AAOI vs IBN
+324.2%
+91.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | -23.7% | -1.5% | -22.2% | -23.3% |
| 3M | -39.0% | +7.9% | -46.9% | -40.5% |
| 6M | -17.0% | +8.6% | -25.7% | -19.4% |
| YTD | +202.2% | -0.6% | +202.8% | +200.4% |
| 1Y | +292.4% | -7.3% | +299.7% | +298.1% |
| 3Y | +804.4% | +26.2% | +778.2% | +731.4% |
| 5Y | +1,318.0% | +57.8% | +1,260.2% | +1,112.8% |
| All | +416.0% | +324.2% | +91.8% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling