+957.8%
AAOI vs IJH
+262.6%
+695.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.8% |
| 7D | -0.2% | -1.9% | +1.7% | +2.8% |
| 30D | -23.7% | -4.6% | -19.1% | -17.4% |
| 3M | -39.0% | -1.2% | -37.9% | -36.3% |
| 6M | -17.0% | +9.4% | -26.5% | -24.6% |
| YTD | +202.2% | +13.3% | +188.9% | +161.2% |
| 1Y | +292.4% | +13.4% | +279.0% | +249.4% |
| 3Y | +804.4% | +50.4% | +753.9% | +552.0% |
| 5Y | +1,318.0% | +49.0% | +1,269.1% | +956.8% |
| 10Y | +436.7% | +182.6% | +254.1% | +80.9% |
| All | +957.8% | +262.6% | +695.3% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling