+416.0%
AAOI vs IJR
+172.1%
+243.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.3% |
| 7D | -0.2% | -2.2% | +2.0% | +2.9% |
| 30D | -23.7% | -4.6% | -19.1% | -18.3% |
| 3M | -39.0% | +0.2% | -39.3% | -38.2% |
| 6M | -17.0% | +14.7% | -31.8% | -29.0% |
| YTD | +202.2% | +18.9% | +183.4% | +144.4% |
| 1Y | +292.4% | +19.9% | +272.5% | +221.8% |
| 3Y | +804.4% | +53.0% | +751.4% | +541.1% |
| 5Y | +1,318.0% | +40.9% | +1,277.2% | +1,007.5% |
| All | +416.0% | +172.1% | +243.9% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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