-47.5%
AAOI vs INIO
-40.3%
-7.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.4% | +1.1% |
| 7D | +2.9% | -3.4% | +6.3% | +6.2% |
| 30D | -23.1% | -28.6% | +5.5% | +6.7% |
| 3M | -41.0% | -37.6% | -3.4% | -12.3% |
| All | -47.5% | -40.3% | -7.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling