-17.0%
AAOI vs IJR
+15.0%
-32.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +0.4% |
| 7D | -0.2% | -2.2% | +2.0% | +6.7% |
| 30D | -23.7% | -4.6% | -19.1% | -11.1% |
| 3M | -39.0% | +0.2% | -39.3% | -35.9% |
| 6M | -17.0% | +14.7% | -31.8% | -43.6% |
| All | -17.0% | +15.0% | -32.0% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling