+804.4%
AAOI vs IJH
+49.7%
+754.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | -0.4% |
| 7D | -0.2% | -1.9% | +1.7% | +5.7% |
| 30D | -23.7% | -4.6% | -19.1% | -11.0% |
| 3M | -39.0% | -1.2% | -37.9% | -34.0% |
| 6M | -17.0% | +9.4% | -26.5% | -33.1% |
| YTD | +202.2% | +13.3% | +188.9% | +116.1% |
| 1Y | +292.4% | +13.4% | +279.0% | +193.7% |
| 3Y | +804.4% | +50.4% | +753.9% | +247.7% |
| All | +804.4% | +49.7% | +754.6% | +247.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling