+416.0%
AAOI vs IGV
+365.3%
+50.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.6% |
| 7D | -0.2% | -2.9% | +2.8% | +3.3% |
| 30D | -23.7% | -1.5% | -22.2% | -24.2% |
| 3M | -39.0% | +11.7% | -50.7% | -47.6% |
| 6M | -17.0% | +18.4% | -35.5% | -36.0% |
| YTD | +202.2% | -3.9% | +206.2% | +196.7% |
| 1Y | +292.4% | -9.7% | +302.1% | +330.1% |
| 3Y | +804.4% | +38.4% | +765.9% | +624.2% |
| 5Y | +1,318.0% | +21.6% | +1,296.4% | +1,205.4% |
| All | +416.0% | +365.3% | +50.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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