+957.8%
AAOI vs ICE
+416.4%
+541.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | -0.2% | -2.4% | +2.2% | +1.1% |
| 30D | -23.7% | +4.0% | -27.7% | -25.9% |
| 3M | -39.0% | +13.7% | -52.7% | -45.0% |
| 6M | -17.0% | +0.9% | -18.0% | -20.3% |
| YTD | +202.2% | -2.1% | +204.4% | +189.8% |
| 1Y | +292.4% | -9.5% | +301.9% | +295.5% |
| 3Y | +804.4% | +42.1% | +762.3% | +580.8% |
| 5Y | +1,318.0% | +41.4% | +1,276.7% | +978.3% |
| 10Y | +436.7% | +216.7% | +220.0% | +179.4% |
| All | +957.8% | +416.4% | +541.4% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling