+100.9%
AAOI vs ICE
+21.0%
+79.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.3% | -9.7% | -4.7% |
| 7D | -27.9% | +12.2% | -40.1% | -17.4% |
| 30D | -51.2% | +15.0% | -66.2% | -42.2% |
| 3M | -55.0% | +17.6% | -72.6% | -45.2% |
| 6M | -65.7% | +12.6% | -78.3% | -55.7% |
| YTD | +70.0% | +9.1% | +60.9% | +115.4% |
| 1Y | +100.9% | +20.6% | +80.3% | +151.0% |
| All | +100.9% | +21.0% | +79.9% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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