+48.8%
AAOI vs IJH
+12.9%
+35.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.9% | -17.0% | -7.9% |
| 7D | -40.8% | -3.4% | -37.4% | -32.2% |
| 30D | -64.0% | -3.1% | -60.8% | -58.8% |
| 3M | -63.5% | -6.6% | -56.9% | -52.4% |
| 6M | -74.0% | -1.6% | -72.4% | -69.7% |
| YTD | +34.5% | +9.5% | +25.0% | +7.3% |
| 1Y | +48.8% | +12.1% | +36.7% | +15.7% |
| All | +48.8% | +12.9% | +35.9% | +15.7% |
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