+352.5%
AAOI vs IJH
+18.2%
+334.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.7% |
| 7D | -0.7% | +0.1% | -0.8% | -1.1% |
| 30D | -17.9% | -1.5% | -16.4% | -12.7% |
| 3M | -48.0% | +0.8% | -48.8% | -46.8% |
| 6M | +5.8% | +7.6% | -1.7% | -8.8% |
| YTD | +202.7% | +15.5% | +187.2% | +97.2% |
| 1Y | +352.5% | +16.9% | +335.6% | +203.1% |
| All | +352.5% | +18.2% | +334.3% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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