+416.0%
AAOI vs IEF
+3.8%
+412.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.2% | -1.3% | +1.2% | +0.1% |
| 30D | -23.7% | -1.7% | -22.0% | -23.4% |
| 3M | -39.0% | -2.5% | -36.5% | -38.7% |
| 6M | -17.0% | -3.3% | -13.8% | -16.5% |
| YTD | +202.2% | -2.8% | +205.1% | +204.3% |
| 1Y | +292.4% | -2.7% | +295.1% | +294.9% |
| 3Y | +804.4% | +8.9% | +795.5% | +766.9% |
| 5Y | +1,318.0% | -9.4% | +1,327.5% | +1,004.4% |
| All | +416.0% | +3.8% | +412.2% | +382.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling