+48.8%
AAOI vs IFF
+40.8%
+8.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -1.5% | -19.4% | -21.5% |
| 7D | -40.8% | -4.9% | -35.9% | -42.1% |
| 30D | -64.0% | +2.9% | -66.9% | -63.4% |
| 3M | -63.5% | -1.5% | -62.0% | -63.5% |
| 6M | -74.0% | +23.3% | -97.3% | -71.3% |
| YTD | +34.5% | +30.2% | +4.3% | +50.8% |
| 1Y | +48.8% | +37.9% | +10.9% | +71.2% |
| All | +48.8% | +40.8% | +8.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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