+100.9%
AAOI vs IEF
-1.9%
+102.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.9% | -7.2% |
| 7D | -27.9% | +0.9% | -28.8% | -27.8% |
| 30D | -51.2% | +3.1% | -54.3% | -52.2% |
| 3M | -55.0% | -1.4% | -53.6% | -52.9% |
| 6M | -65.7% | -1.6% | -64.2% | -63.9% |
| YTD | +70.0% | -2.1% | +72.1% | +96.2% |
| 1Y | +100.9% | -2.0% | +102.9% | +130.1% |
| All | +100.9% | -1.9% | +102.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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